CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 0.9750 0.9750 0.0000 0.0% 0.9804
High 0.9810 0.9865 0.0055 0.6% 0.9895
Low 0.9720 0.9750 0.0030 0.3% 0.9720
Close 0.9787 0.9852 0.0065 0.7% 0.9852
Range 0.0090 0.0115 0.0025 27.8% 0.0175
ATR 0.0123 0.0123 -0.0001 -0.5% 0.0000
Volume 398 126 -272 -68.3% 1,292
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0167 1.0125 0.9915
R3 1.0052 1.0010 0.9884
R2 0.9937 0.9937 0.9873
R1 0.9895 0.9895 0.9863 0.9916
PP 0.9822 0.9822 0.9822 0.9833
S1 0.9780 0.9780 0.9841 0.9801
S2 0.9707 0.9707 0.9831
S3 0.9592 0.9665 0.9820
S4 0.9477 0.9550 0.9789
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0347 1.0275 0.9948
R3 1.0172 1.0100 0.9900
R2 0.9997 0.9997 0.9884
R1 0.9925 0.9925 0.9868 0.9961
PP 0.9822 0.9822 0.9822 0.9841
S1 0.9750 0.9750 0.9836 0.9786
S2 0.9647 0.9647 0.9820
S3 0.9472 0.9575 0.9804
S4 0.9297 0.9400 0.9756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9895 0.9720 0.0175 1.8% 0.0102 1.0% 75% False False 258
10 1.0043 0.9720 0.0323 3.3% 0.0122 1.2% 41% False False 288
20 1.0075 0.9714 0.0361 3.7% 0.0122 1.2% 38% False False 325
40 1.0151 0.9359 0.0792 8.0% 0.0120 1.2% 62% False False 346
60 1.0245 0.9359 0.0886 9.0% 0.0102 1.0% 56% False False 268
80 1.0544 0.9359 0.1185 12.0% 0.0092 0.9% 42% False False 230
100 1.0544 0.9359 0.1185 12.0% 0.0080 0.8% 42% False False 188
120 1.0544 0.9359 0.1185 12.0% 0.0070 0.7% 42% False False 159
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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0354
2.618 1.0166
1.618 1.0051
1.000 0.9980
0.618 0.9936
HIGH 0.9865
0.618 0.9821
0.500 0.9808
0.382 0.9794
LOW 0.9750
0.618 0.9679
1.000 0.9635
1.618 0.9564
2.618 0.9449
4.250 0.9261
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 0.9837 0.9836
PP 0.9822 0.9821
S1 0.9808 0.9805

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

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