CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 0.9690 0.9700 0.0010 0.1% 0.9875
High 0.9775 0.9700 -0.0075 -0.8% 0.9885
Low 0.9685 0.9577 -0.0108 -1.1% 0.9685
Close 0.9717 0.9610 -0.0107 -1.1% 0.9717
Range 0.0090 0.0123 0.0033 36.7% 0.0200
ATR 0.0113 0.0115 0.0002 1.7% 0.0000
Volume 595 221 -374 -62.9% 2,249
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9998 0.9927 0.9678
R3 0.9875 0.9804 0.9644
R2 0.9752 0.9752 0.9633
R1 0.9681 0.9681 0.9621 0.9655
PP 0.9629 0.9629 0.9629 0.9616
S1 0.9558 0.9558 0.9599 0.9532
S2 0.9506 0.9506 0.9587
S3 0.9383 0.9435 0.9576
S4 0.9260 0.9312 0.9542
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0362 1.0240 0.9827
R3 1.0162 1.0040 0.9772
R2 0.9962 0.9962 0.9754
R1 0.9840 0.9840 0.9735 0.9801
PP 0.9762 0.9762 0.9762 0.9743
S1 0.9640 0.9640 0.9699 0.9601
S2 0.9562 0.9562 0.9680
S3 0.9362 0.9440 0.9662
S4 0.9162 0.9240 0.9607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9805 0.9577 0.0228 2.4% 0.0090 0.9% 14% False True 459
10 0.9895 0.9577 0.0318 3.3% 0.0100 1.0% 10% False True 333
20 1.0075 0.9577 0.0498 5.2% 0.0115 1.2% 7% False True 344
40 1.0075 0.9359 0.0716 7.5% 0.0115 1.2% 35% False False 353
60 1.0245 0.9359 0.0886 9.2% 0.0105 1.1% 28% False False 303
80 1.0398 0.9359 0.1039 10.8% 0.0097 1.0% 24% False False 260
100 1.0544 0.9359 0.1185 12.3% 0.0084 0.9% 21% False False 212
120 1.0544 0.9359 0.1185 12.3% 0.0074 0.8% 21% False False 179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0223
2.618 1.0022
1.618 0.9899
1.000 0.9823
0.618 0.9776
HIGH 0.9700
0.618 0.9653
0.500 0.9639
0.382 0.9624
LOW 0.9577
0.618 0.9501
1.000 0.9454
1.618 0.9378
2.618 0.9255
4.250 0.9054
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 0.9639 0.9676
PP 0.9629 0.9654
S1 0.9620 0.9632

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

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