CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 0.9700 0.9752 0.0052 0.5% 1.0043
High 0.9800 0.9752 -0.0048 -0.5% 1.0043
Low 0.9700 0.9630 -0.0070 -0.7% 0.9628
Close 0.9792 0.9682 -0.0110 -1.1% 0.9656
Range 0.0100 0.0122 0.0022 22.0% 0.0415
ATR 0.0081 0.0087 0.0006 7.2% 0.0000
Volume 67 76 9 13.4% 535
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0054 0.9990 0.9749
R3 0.9932 0.9868 0.9716
R2 0.9810 0.9810 0.9704
R1 0.9746 0.9746 0.9693 0.9717
PP 0.9688 0.9688 0.9688 0.9674
S1 0.9624 0.9624 0.9671 0.9595
S2 0.9566 0.9566 0.9660
S3 0.9444 0.9502 0.9648
S4 0.9322 0.9380 0.9615
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 0.9800 0.9600 0.0200 2.1% 0.0100 1.0% 41% False False 133
10 1.0160 0.9600 0.0560 5.8% 0.0063 0.7% 15% False False 81
20 1.0195 0.9600 0.0595 6.1% 0.0039 0.4% 14% False False 58
40 1.0315 0.9600 0.0715 7.4% 0.0026 0.3% 11% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0271
2.618 1.0071
1.618 0.9949
1.000 0.9874
0.618 0.9827
HIGH 0.9752
0.618 0.9705
0.500 0.9691
0.382 0.9677
LOW 0.9630
0.618 0.9555
1.000 0.9508
1.618 0.9433
2.618 0.9311
4.250 0.9112
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 0.9691 0.9700
PP 0.9688 0.9694
S1 0.9685 0.9688

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

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