CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 0.9891 0.9804 -0.0087 -0.9% 1.0023
High 0.9891 0.9850 -0.0041 -0.4% 1.0043
Low 0.9751 0.9791 0.0040 0.4% 0.9751
Close 0.9804 0.9843 0.0039 0.4% 0.9804
Range 0.0140 0.0059 -0.0081 -57.9% 0.0292
ATR 0.0131 0.0126 -0.0005 -3.9% 0.0000
Volume 261 431 170 65.1% 1,591
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0005 0.9983 0.9875
R3 0.9946 0.9924 0.9859
R2 0.9887 0.9887 0.9854
R1 0.9865 0.9865 0.9848 0.9876
PP 0.9828 0.9828 0.9828 0.9834
S1 0.9806 0.9806 0.9838 0.9817
S2 0.9769 0.9769 0.9832
S3 0.9710 0.9747 0.9827
S4 0.9651 0.9688 0.9811
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0742 1.0565 0.9965
R3 1.0450 1.0273 0.9884
R2 1.0158 1.0158 0.9858
R1 0.9981 0.9981 0.9831 0.9924
PP 0.9866 0.9866 0.9866 0.9837
S1 0.9689 0.9689 0.9777 0.9632
S2 0.9574 0.9574 0.9750
S3 0.9282 0.9397 0.9724
S4 0.8990 0.9105 0.9643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9986 0.9751 0.0235 2.4% 0.0134 1.4% 39% False False 345
10 1.0075 0.9751 0.0324 3.3% 0.0131 1.3% 28% False False 355
20 1.0075 0.9650 0.0425 4.3% 0.0120 1.2% 45% False False 375
40 1.0187 0.9359 0.0828 8.4% 0.0118 1.2% 58% False False 353
60 1.0245 0.9359 0.0886 9.0% 0.0097 1.0% 55% False False 256
80 1.0544 0.9359 0.1185 12.0% 0.0087 0.9% 41% False False 221
100 1.0544 0.9359 0.1185 12.0% 0.0076 0.8% 41% False False 180
120 1.0544 0.9359 0.1185 12.0% 0.0067 0.7% 41% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0101
2.618 1.0004
1.618 0.9945
1.000 0.9909
0.618 0.9886
HIGH 0.9850
0.618 0.9827
0.500 0.9821
0.382 0.9814
LOW 0.9791
0.618 0.9755
1.000 0.9732
1.618 0.9696
2.618 0.9637
4.250 0.9540
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 0.9836 0.9840
PP 0.9828 0.9836
S1 0.9821 0.9833

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

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