CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 1.0060 1.0055 -0.0005 0.0% 1.0109
High 1.0135 1.0133 -0.0002 0.0% 1.0189
Low 1.0060 1.0055 -0.0005 0.0% 1.0033
Close 1.0074 1.0077 0.0003 0.0% 1.0074
Range 0.0075 0.0078 0.0003 4.0% 0.0156
ATR 0.0083 0.0082 0.0000 -0.4% 0.0000
Volume 61 113 52 85.2% 179
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0322 1.0278 1.0120
R3 1.0244 1.0200 1.0098
R2 1.0166 1.0166 1.0091
R1 1.0122 1.0122 1.0084 1.0144
PP 1.0088 1.0088 1.0088 1.0100
S1 1.0044 1.0044 1.0070 1.0066
S2 1.0010 1.0010 1.0063
S3 0.9932 0.9966 1.0056
S4 0.9854 0.9888 1.0034
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0567 1.0476 1.0160
R3 1.0411 1.0320 1.0117
R2 1.0255 1.0255 1.0103
R1 1.0164 1.0164 1.0088 1.0132
PP 1.0099 1.0099 1.0099 1.0082
S1 1.0008 1.0008 1.0060 0.9976
S2 0.9943 0.9943 1.0045
S3 0.9787 0.9852 1.0031
S4 0.9631 0.9696 0.9988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0189 1.0033 0.0156 1.5% 0.0050 0.5% 28% False False 46
10 1.0190 0.9988 0.0202 2.0% 0.0087 0.9% 44% False False 169
20 1.0544 0.9988 0.0556 5.5% 0.0068 0.7% 16% False False 121
40 1.0544 0.9988 0.0556 5.5% 0.0050 0.5% 16% False False 72
60 1.0544 0.9988 0.0556 5.5% 0.0040 0.4% 16% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0465
2.618 1.0337
1.618 1.0259
1.000 1.0211
0.618 1.0181
HIGH 1.0133
0.618 1.0103
0.500 1.0094
0.382 1.0085
LOW 1.0055
0.618 1.0007
1.000 0.9977
1.618 0.9929
2.618 0.9851
4.250 0.9724
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 1.0094 1.0084
PP 1.0088 1.0082
S1 1.0083 1.0079

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These figures are updated between 7pm and 10pm EST after a trading day.

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