CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 0.9750 0.9875 0.0125 1.3% 0.9804
High 0.9865 0.9885 0.0020 0.2% 0.9895
Low 0.9750 0.9786 0.0036 0.4% 0.9720
Close 0.9852 0.9801 -0.0051 -0.5% 0.9852
Range 0.0115 0.0099 -0.0016 -13.9% 0.0175
ATR 0.0123 0.0121 -0.0002 -1.4% 0.0000
Volume 126 171 45 35.7% 1,292
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0121 1.0060 0.9855
R3 1.0022 0.9961 0.9828
R2 0.9923 0.9923 0.9819
R1 0.9862 0.9862 0.9810 0.9843
PP 0.9824 0.9824 0.9824 0.9815
S1 0.9763 0.9763 0.9792 0.9744
S2 0.9725 0.9725 0.9783
S3 0.9626 0.9664 0.9774
S4 0.9527 0.9565 0.9747
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% 0.0110 1.1% 46% False False 206
10 0.9986 0.9720 0.0266 2.7% 0.0122 1.2% 30% False False 275
20 1.0075 0.9714 0.0361 3.7% 0.0118 1.2% 24% False False 321
40 1.0075 0.9359 0.0716 7.3% 0.0120 1.2% 62% False False 347
60 1.0245 0.9359 0.0886 9.0% 0.0102 1.0% 50% False False 270
80 1.0544 0.9359 0.1185 12.1% 0.0093 0.9% 37% False False 232
100 1.0544 0.9359 0.1185 12.1% 0.0081 0.8% 37% False False 190
120 1.0544 0.9359 0.1185 12.1% 0.0071 0.7% 37% False False 161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0306
2.618 1.0144
1.618 1.0045
1.000 0.9984
0.618 0.9946
HIGH 0.9885
0.618 0.9847
0.500 0.9836
0.382 0.9824
LOW 0.9786
0.618 0.9725
1.000 0.9687
1.618 0.9626
2.618 0.9527
4.250 0.9365
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 0.9836 0.9803
PP 0.9824 0.9802
S1 0.9813 0.9802

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

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