CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 0.9700 0.9710 0.0010 0.1% 0.9513
High 0.9700 0.9710 0.0010 0.1% 0.9700
Low 0.9596 0.9710 0.0114 1.2% 0.9360
Close 0.9592 0.9703 0.0111 1.2% 0.9592
Range 0.0104 0.0000 -0.0104 -100.0% 0.0340
ATR 0.0091 0.0093 0.0002 2.1% 0.0000
Volume 114 17 -97 -85.1% 420
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9708 0.9705 0.9703
R3 0.9708 0.9705 0.9703
R2 0.9708 0.9708 0.9703
R1 0.9705 0.9705 0.9703 0.9707
PP 0.9708 0.9708 0.9708 0.9708
S1 0.9705 0.9705 0.9703 0.9707
S2 0.9708 0.9708 0.9703
S3 0.9708 0.9705 0.9703
S4 0.9708 0.9705 0.9703
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0571 1.0421 0.9779
R3 1.0231 1.0081 0.9686
R2 0.9891 0.9891 0.9654
R1 0.9741 0.9741 0.9623 0.9816
PP 0.9551 0.9551 0.9551 0.9588
S1 0.9401 0.9401 0.9561 0.9476
S2 0.9211 0.9211 0.9530
S3 0.8871 0.9061 0.9499
S4 0.8531 0.8721 0.9405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9710 0.9360 0.0350 3.6% 0.0051 0.5% 98% True False 66
10 0.9800 0.9360 0.0440 4.5% 0.0058 0.6% 78% False False 62
20 1.0160 0.9360 0.0800 8.2% 0.0053 0.5% 43% False False 68
40 1.0195 0.9360 0.0835 8.6% 0.0030 0.3% 41% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9710
2.618 0.9710
1.618 0.9710
1.000 0.9710
0.618 0.9710
HIGH 0.9710
0.618 0.9710
0.500 0.9710
0.382 0.9710
LOW 0.9710
0.618 0.9710
1.000 0.9710
1.618 0.9710
2.618 0.9710
4.250 0.9710
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 0.9710 0.9679
PP 0.9708 0.9655
S1 0.9705 0.9632

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

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