CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.0145 1.0034 -0.0111 -1.1% 1.0070
High 1.0145 1.0055 -0.0090 -0.9% 1.0070
Low 1.0145 1.0034 -0.0111 -1.1% 1.0000
Close 1.0145 1.0055 -0.0090 -0.9% 1.0051
Range 0.0000 0.0021 0.0021 0.0070
ATR 0.0047 0.0052 0.0005 9.7% 0.0000
Volume 14 14 0 0.0% 140
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0111 1.0104 1.0067
R3 1.0090 1.0083 1.0061
R2 1.0069 1.0069 1.0059
R1 1.0062 1.0062 1.0057 1.0066
PP 1.0048 1.0048 1.0048 1.0050
S1 1.0041 1.0041 1.0053 1.0045
S2 1.0027 1.0027 1.0051
S3 1.0006 1.0020 1.0049
S4 0.9985 0.9999 1.0043
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0250 1.0221 1.0090
R3 1.0180 1.0151 1.0070
R2 1.0110 1.0110 1.0064
R1 1.0081 1.0081 1.0057 1.0061
PP 1.0040 1.0040 1.0040 1.0030
S1 1.0011 1.0011 1.0045 0.9991
S2 0.9970 0.9970 1.0038
S3 0.9900 0.9941 1.0032
S4 0.9830 0.9871 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0145 1.0034 0.0111 1.1% 0.0009 0.1% 19% False True 10
10 1.0172 1.0000 0.0172 1.7% 0.0018 0.2% 32% False False 20
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 1.0110
1.618 1.0089
1.000 1.0076
0.618 1.0068
HIGH 1.0055
0.618 1.0047
0.500 1.0045
0.382 1.0042
LOW 1.0034
0.618 1.0021
1.000 1.0013
1.618 1.0000
2.618 0.9979
4.250 0.9945
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.0052 1.0090
PP 1.0048 1.0078
S1 1.0045 1.0067

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

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