CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 1.0094 1.0100 0.0006 0.1% 1.0109
High 1.0094 1.0129 0.0035 0.3% 1.0189
Low 1.0094 1.0087 -0.0007 -0.1% 1.0033
Close 1.0082 1.0083 0.0001 0.0% 1.0074
Range 0.0000 0.0042 0.0042 0.0156
ATR 0.0078 0.0075 -0.0002 -2.8% 0.0000
Volume 75 39 -36 -48.0% 179
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0226 1.0196 1.0106
R3 1.0184 1.0154 1.0095
R2 1.0142 1.0142 1.0091
R1 1.0112 1.0112 1.0087 1.0106
PP 1.0100 1.0100 1.0100 1.0097
S1 1.0070 1.0070 1.0079 1.0064
S2 1.0058 1.0058 1.0075
S3 1.0016 1.0028 1.0071
S4 0.9974 0.9986 1.0060
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 1.0135 1.0033 0.0102 1.0% 0.0052 0.5% 49% False False 66
10 1.0189 1.0012 0.0177 1.8% 0.0052 0.5% 40% False False 140
20 1.0486 0.9988 0.0498 4.9% 0.0070 0.7% 19% False False 127
40 1.0544 0.9988 0.0556 5.5% 0.0050 0.5% 17% False False 74
60 1.0544 0.9988 0.0556 5.5% 0.0041 0.4% 17% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0308
2.618 1.0239
1.618 1.0197
1.000 1.0171
0.618 1.0155
HIGH 1.0129
0.618 1.0113
0.500 1.0108
0.382 1.0103
LOW 1.0087
0.618 1.0061
1.000 1.0045
1.618 1.0019
2.618 0.9977
4.250 0.9909
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 1.0108 1.0094
PP 1.0100 1.0090
S1 1.0091 1.0087

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

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