CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 0.9806 0.9900 0.0094 1.0% 0.9875
High 0.9901 0.9948 0.0047 0.5% 0.9915
Low 0.9805 0.9900 0.0095 1.0% 0.9714
Close 0.9875 0.9918 0.0043 0.4% 0.9875
Range 0.0096 0.0048 -0.0048 -50.0% 0.0201
ATR 0.0121 0.0117 -0.0003 -2.8% 0.0000
Volume 110 536 426 387.3% 1,572
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0066 1.0040 0.9944
R3 1.0018 0.9992 0.9931
R2 0.9970 0.9970 0.9927
R1 0.9944 0.9944 0.9922 0.9957
PP 0.9922 0.9922 0.9922 0.9929
S1 0.9896 0.9896 0.9914 0.9909
S2 0.9874 0.9874 0.9909
S3 0.9826 0.9848 0.9905
S4 0.9778 0.9800 0.9892
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0438 1.0357 0.9986
R3 1.0237 1.0156 0.9930
R2 1.0036 1.0036 0.9912
R1 0.9955 0.9955 0.9893 0.9976
PP 0.9835 0.9835 0.9835 0.9845
S1 0.9754 0.9754 0.9857 0.9775
S2 0.9634 0.9634 0.9838
S3 0.9433 0.9553 0.9820
S4 0.9232 0.9352 0.9764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9948 0.9714 0.0234 2.4% 0.0101 1.0% 87% True False 368
10 0.9948 0.9650 0.0298 3.0% 0.0109 1.1% 90% True False 395
20 0.9948 0.9359 0.0589 5.9% 0.0115 1.2% 95% True False 362
40 1.0245 0.9359 0.0886 8.9% 0.0100 1.0% 63% False False 282
60 1.0398 0.9359 0.1039 10.5% 0.0091 0.9% 54% False False 232
80 1.0544 0.9359 0.1185 11.9% 0.0076 0.8% 47% False False 179
100 1.0544 0.9359 0.1185 11.9% 0.0066 0.7% 47% False False 146
120 1.0544 0.9359 0.1185 11.9% 0.0060 0.6% 47% False False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0015
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0152
2.618 1.0074
1.618 1.0026
1.000 0.9996
0.618 0.9978
HIGH 0.9948
0.618 0.9930
0.500 0.9924
0.382 0.9918
LOW 0.9900
0.618 0.9870
1.000 0.9852
1.618 0.9822
2.618 0.9774
4.250 0.9696
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 0.9924 0.9893
PP 0.9922 0.9867
S1 0.9920 0.9842

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

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