CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 1.0071 1.0085 0.0014 0.1% 1.0100
High 1.0071 1.0085 0.0014 0.1% 1.0145
Low 1.0071 1.0085 0.0014 0.1% 1.0034
Close 1.0077 1.0073 -0.0004 0.0% 1.0063
Range
ATR 0.0045 0.0042 -0.0003 -5.9% 0.0000
Volume 13 4 -9 -69.2% 44
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0081 1.0077 1.0073
R3 1.0081 1.0077 1.0073
R2 1.0081 1.0081 1.0073
R1 1.0077 1.0077 1.0073 1.0079
PP 1.0081 1.0081 1.0081 1.0082
S1 1.0077 1.0077 1.0073 1.0079
S2 1.0081 1.0081 1.0073
S3 1.0081 1.0077 1.0073
S4 1.0081 1.0077 1.0073
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0414 1.0349 1.0124
R3 1.0303 1.0238 1.0094
R2 1.0192 1.0192 1.0083
R1 1.0127 1.0127 1.0073 1.0104
PP 1.0081 1.0081 1.0081 1.0069
S1 1.0016 1.0016 1.0053 0.9993
S2 0.9970 0.9970 1.0043
S3 0.9859 0.9905 1.0032
S4 0.9748 0.9794 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 1.0034 0.0066 0.7% 0.0009 0.1% 59% False False 10
10 1.0145 1.0000 0.0145 1.4% 0.0007 0.1% 50% False False 9
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0085
2.618 1.0085
1.618 1.0085
1.000 1.0085
0.618 1.0085
HIGH 1.0085
0.618 1.0085
0.500 1.0085
0.382 1.0085
LOW 1.0085
0.618 1.0085
1.000 1.0085
1.618 1.0085
2.618 1.0085
4.250 1.0085
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 1.0085 1.0077
PP 1.0081 1.0075
S1 1.0077 1.0074

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

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