CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.0150 1.0100 -0.0050 -0.5% 1.0157
High 1.0167 1.0110 -0.0057 -0.6% 1.0245
Low 1.0125 1.0020 -0.0105 -1.0% 1.0125
Close 1.0121 1.0070 -0.0051 -0.5% 1.0121
Range 0.0042 0.0090 0.0048 114.3% 0.0120
ATR 0.0076 0.0078 0.0002 2.3% 0.0000
Volume 21 58 37 176.2% 229
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0337 1.0293 1.0120
R3 1.0247 1.0203 1.0095
R2 1.0157 1.0157 1.0087
R1 1.0113 1.0113 1.0078 1.0090
PP 1.0067 1.0067 1.0067 1.0055
S1 1.0023 1.0023 1.0062 1.0000
S2 0.9977 0.9977 1.0054
S3 0.9887 0.9933 1.0045
S4 0.9797 0.9843 1.0021
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0524 1.0442 1.0187
R3 1.0404 1.0322 1.0154
R2 1.0284 1.0284 1.0143
R1 1.0202 1.0202 1.0132 1.0183
PP 1.0164 1.0164 1.0164 1.0154
S1 1.0082 1.0082 1.0110 1.0063
S2 1.0044 1.0044 1.0099
S3 0.9924 0.9962 1.0088
S4 0.9804 0.9842 1.0055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0245 1.0020 0.0225 2.2% 0.0060 0.6% 22% False True 39
10 1.0245 1.0020 0.0225 2.2% 0.0056 0.6% 22% False True 50
20 1.0245 0.9988 0.0257 2.6% 0.0072 0.7% 32% False False 110
40 1.0544 0.9988 0.0556 5.5% 0.0056 0.6% 15% False False 82
60 1.0544 0.9988 0.0556 5.5% 0.0047 0.5% 15% False False 59
80 1.0544 0.9988 0.0556 5.5% 0.0040 0.4% 15% False False 48
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 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0493
2.618 1.0346
1.618 1.0256
1.000 1.0200
0.618 1.0166
HIGH 1.0110
0.618 1.0076
0.500 1.0065
0.382 1.0054
LOW 1.0020
0.618 0.9964
1.000 0.9930
1.618 0.9874
2.618 0.9784
4.250 0.9638
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.0068 1.0122
PP 1.0067 1.0104
S1 1.0065 1.0087

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

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