CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 0.9513 0.9450 -0.0063 -0.7% 0.9653
High 0.9532 0.9450 -0.0082 -0.9% 0.9800
Low 0.9479 0.9360 -0.0119 -1.3% 0.9510
Close 0.9492 0.9365 -0.0127 -1.3% 0.9544
Range 0.0053 0.0090 0.0037 69.8% 0.0290
ATR 0.0083 0.0086 0.0004 4.2% 0.0000
Volume 103 27 -76 -73.8% 242
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9662 0.9603 0.9415
R3 0.9572 0.9513 0.9390
R2 0.9482 0.9482 0.9382
R1 0.9423 0.9423 0.9373 0.9408
PP 0.9392 0.9392 0.9392 0.9384
S1 0.9333 0.9333 0.9357 0.9318
S2 0.9302 0.9302 0.9349
S3 0.9212 0.9243 0.9340
S4 0.9122 0.9153 0.9316
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0488 1.0306 0.9704
R3 1.0198 1.0016 0.9624
R2 0.9908 0.9908 0.9597
R1 0.9726 0.9726 0.9571 0.9672
PP 0.9618 0.9618 0.9618 0.9591
S1 0.9436 0.9436 0.9517 0.9382
S2 0.9328 0.9328 0.9491
S3 0.9038 0.9146 0.9464
S4 0.8748 0.8856 0.9385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9752 0.9360 0.0392 4.2% 0.0062 0.7% 1% False True 50
10 1.0030 0.9360 0.0670 7.2% 0.0082 0.9% 1% False True 86
20 1.0160 0.9360 0.0800 8.5% 0.0045 0.5% 1% False True 66
40 1.0195 0.9360 0.0835 8.9% 0.0027 0.3% 1% False True 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9833
2.618 0.9686
1.618 0.9596
1.000 0.9540
0.618 0.9506
HIGH 0.9450
0.618 0.9416
0.500 0.9405
0.382 0.9394
LOW 0.9360
0.618 0.9304
1.000 0.9270
1.618 0.9214
2.618 0.9124
4.250 0.8978
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 0.9405 0.9446
PP 0.9392 0.9419
S1 0.9378 0.9392

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

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