CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 0.9640 0.9653 0.0013 0.1% 1.0043
High 0.9729 0.9700 -0.0029 -0.3% 1.0043
Low 0.9640 0.9600 -0.0040 -0.4% 0.9628
Close 0.9656 0.9646 -0.0010 -0.1% 0.9656
Range 0.0089 0.0100 0.0011 12.4% 0.0415
ATR 0.0073 0.0075 0.0002 2.6% 0.0000
Volume 303 51 -252 -83.2% 535
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9949 0.9897 0.9701
R3 0.9849 0.9797 0.9674
R2 0.9749 0.9749 0.9664
R1 0.9697 0.9697 0.9655 0.9673
PP 0.9649 0.9649 0.9649 0.9637
S1 0.9597 0.9597 0.9637 0.9573
S2 0.9549 0.9549 0.9628
S3 0.9449 0.9497 0.9619
S4 0.9349 0.9397 0.9591
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1021 1.0753 0.9884
R3 1.0606 1.0338 0.9770
R2 1.0191 1.0191 0.9732
R1 0.9923 0.9923 0.9694 0.9850
PP 0.9776 0.9776 0.9776 0.9739
S1 0.9508 0.9508 0.9618 0.9435
S2 0.9361 0.9361 0.9580
S3 0.8946 0.9093 0.9542
S4 0.8531 0.8678 0.9428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0040 0.9600 0.0440 4.6% 0.0082 0.9% 10% False True 113
10 1.0160 0.9600 0.0560 5.8% 0.0048 0.5% 8% False True 74
20 1.0195 0.9600 0.0595 6.2% 0.0028 0.3% 8% False True 54
40 1.0374 0.9600 0.0774 8.0% 0.0020 0.2% 6% False True 36
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 0.9962
1.618 0.9862
1.000 0.9800
0.618 0.9762
HIGH 0.9700
0.618 0.9662
0.500 0.9650
0.382 0.9638
LOW 0.9600
0.618 0.9538
1.000 0.9500
1.618 0.9438
2.618 0.9338
4.250 0.9175
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 0.9650 0.9665
PP 0.9649 0.9658
S1 0.9647 0.9652

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

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