CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 0.9900 0.9940 0.0040 0.4% 0.9875
High 0.9948 0.9975 0.0027 0.3% 0.9915
Low 0.9900 0.9765 -0.0135 -1.4% 0.9714
Close 0.9918 0.9831 -0.0087 -0.9% 0.9875
Range 0.0048 0.0210 0.0162 337.5% 0.0201
ATR 0.0117 0.0124 0.0007 5.6% 0.0000
Volume 536 96 -440 -82.1% 1,572
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0487 1.0369 0.9947
R3 1.0277 1.0159 0.9889
R2 1.0067 1.0067 0.9870
R1 0.9949 0.9949 0.9850 0.9903
PP 0.9857 0.9857 0.9857 0.9834
S1 0.9739 0.9739 0.9812 0.9693
S2 0.9647 0.9647 0.9793
S3 0.9437 0.9529 0.9773
S4 0.9227 0.9319 0.9716
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 0.9975 0.9735 0.0240 2.4% 0.0115 1.2% 40% True False 262
10 0.9975 0.9660 0.0315 3.2% 0.0124 1.3% 54% True False 388
20 0.9975 0.9359 0.0616 6.3% 0.0120 1.2% 77% True False 356
40 1.0245 0.9359 0.0886 9.0% 0.0104 1.1% 53% False False 282
60 1.0390 0.9359 0.1031 10.5% 0.0095 1.0% 46% False False 233
80 1.0544 0.9359 0.1185 12.1% 0.0078 0.8% 40% False False 180
100 1.0544 0.9359 0.1185 12.1% 0.0067 0.7% 40% False False 147
120 1.0544 0.9359 0.1185 12.1% 0.0061 0.6% 40% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0868
2.618 1.0525
1.618 1.0315
1.000 1.0185
0.618 1.0105
HIGH 0.9975
0.618 0.9895
0.500 0.9870
0.382 0.9845
LOW 0.9765
0.618 0.9635
1.000 0.9555
1.618 0.9425
2.618 0.9215
4.250 0.8873
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 0.9870 0.9870
PP 0.9857 0.9857
S1 0.9844 0.9844

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

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