CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 0.9765 0.9795 0.0030 0.3% 0.9900
High 0.9865 0.9915 0.0050 0.5% 1.0075
Low 0.9758 0.9765 0.0007 0.1% 0.9765
Close 0.9832 0.9892 0.0060 0.6% 1.0033
Range 0.0107 0.0150 0.0043 40.2% 0.0310
ATR 0.0129 0.0131 0.0001 1.2% 0.0000
Volume 654 193 -461 -70.5% 2,064
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0307 1.0250 0.9975
R3 1.0157 1.0100 0.9933
R2 1.0007 1.0007 0.9920
R1 0.9950 0.9950 0.9906 0.9979
PP 0.9857 0.9857 0.9857 0.9872
S1 0.9800 0.9800 0.9878 0.9829
S2 0.9707 0.9707 0.9865
S3 0.9557 0.9650 0.9851
S4 0.9407 0.9500 0.9810
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0888 1.0770 1.0204
R3 1.0578 1.0460 1.0118
R2 1.0268 1.0268 1.0090
R1 1.0150 1.0150 1.0061 1.0209
PP 0.9958 0.9958 0.9958 0.9987
S1 0.9840 0.9840 1.0005 0.9899
S2 0.9648 0.9648 0.9976
S3 0.9338 0.9530 0.9948
S4 0.9028 0.9220 0.9863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0056 0.9758 0.0298 3.0% 0.0125 1.3% 45% False False 428
10 1.0075 0.9758 0.0317 3.2% 0.0125 1.3% 42% False False 350
20 1.0075 0.9583 0.0492 5.0% 0.0124 1.3% 63% False False 369
40 1.0187 0.9359 0.0828 8.4% 0.0116 1.2% 64% False False 344
60 1.0245 0.9359 0.0886 9.0% 0.0097 1.0% 60% False False 261
80 1.0544 0.9359 0.1185 12.0% 0.0085 0.9% 45% False False 213
100 1.0544 0.9359 0.1185 12.0% 0.0076 0.8% 45% False False 173
120 1.0544 0.9359 0.1185 12.0% 0.0065 0.7% 45% False False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0553
2.618 1.0308
1.618 1.0158
1.000 1.0065
0.618 1.0008
HIGH 0.9915
0.618 0.9858
0.500 0.9840
0.382 0.9822
LOW 0.9765
0.618 0.9672
1.000 0.9615
1.618 0.9522
2.618 0.9372
4.250 0.9128
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 0.9875 0.9885
PP 0.9857 0.9879
S1 0.9840 0.9872

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

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