CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 0.9755 0.9806 0.0051 0.5% 0.9875
High 0.9835 0.9901 0.0066 0.7% 0.9915
Low 0.9735 0.9805 0.0070 0.7% 0.9714
Close 0.9832 0.9875 0.0043 0.4% 0.9875
Range 0.0100 0.0096 -0.0004 -4.0% 0.0201
ATR 0.0123 0.0121 -0.0002 -1.6% 0.0000
Volume 173 110 -63 -36.4% 1,572
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0148 1.0108 0.9928
R3 1.0052 1.0012 0.9901
R2 0.9956 0.9956 0.9893
R1 0.9916 0.9916 0.9884 0.9936
PP 0.9860 0.9860 0.9860 0.9871
S1 0.9820 0.9820 0.9866 0.9840
S2 0.9764 0.9764 0.9857
S3 0.9668 0.9724 0.9849
S4 0.9572 0.9628 0.9822
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0438 1.0357 0.9986
R3 1.0237 1.0156 0.9930
R2 1.0036 1.0036 0.9912
R1 0.9955 0.9955 0.9893 0.9976
PP 0.9835 0.9835 0.9835 0.9845
S1 0.9754 0.9754 0.9857 0.9775
S2 0.9634 0.9634 0.9838
S3 0.9433 0.9553 0.9820
S4 0.9232 0.9352 0.9764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9915 0.9714 0.0201 2.0% 0.0126 1.3% 80% False False 314
10 0.9915 0.9608 0.0307 3.1% 0.0116 1.2% 87% False False 374
20 0.9915 0.9359 0.0556 5.6% 0.0118 1.2% 93% False False 348
40 1.0245 0.9359 0.0886 9.0% 0.0101 1.0% 58% False False 270
60 1.0443 0.9359 0.1084 11.0% 0.0091 0.9% 48% False False 223
80 1.0544 0.9359 0.1185 12.0% 0.0076 0.8% 44% False False 173
100 1.0544 0.9359 0.1185 12.0% 0.0066 0.7% 44% False False 141
120 1.0544 0.9359 0.1185 12.0% 0.0060 0.6% 44% False False 121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0309
2.618 1.0152
1.618 1.0056
1.000 0.9997
0.618 0.9960
HIGH 0.9901
0.618 0.9864
0.500 0.9853
0.382 0.9842
LOW 0.9805
0.618 0.9746
1.000 0.9709
1.618 0.9650
2.618 0.9554
4.250 0.9397
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 0.9868 0.9856
PP 0.9860 0.9837
S1 0.9853 0.9818

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

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