CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 0.9710 0.9667 -0.0043 -0.4% 0.9513
High 0.9710 0.9675 -0.0035 -0.4% 0.9700
Low 0.9710 0.9667 -0.0043 -0.4% 0.9360
Close 0.9703 0.9671 -0.0032 -0.3% 0.9592
Range 0.0000 0.0008 0.0008 0.0340
ATR 0.0093 0.0089 -0.0004 -4.4% 0.0000
Volume 17 1 -16 -94.1% 420
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9695 0.9691 0.9675
R3 0.9687 0.9683 0.9673
R2 0.9679 0.9679 0.9672
R1 0.9675 0.9675 0.9672 0.9677
PP 0.9671 0.9671 0.9671 0.9672
S1 0.9667 0.9667 0.9670 0.9669
S2 0.9663 0.9663 0.9670
S3 0.9655 0.9659 0.9669
S4 0.9647 0.9651 0.9667
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 0.9520 0.0190 2.0% 0.0035 0.4% 79% False False 61
10 0.9752 0.9360 0.0392 4.1% 0.0049 0.5% 79% False False 56
20 1.0160 0.9360 0.0800 8.3% 0.0051 0.5% 39% False False 65
40 1.0195 0.9360 0.0835 8.6% 0.0030 0.3% 37% False False 45
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9709
2.618 0.9696
1.618 0.9688
1.000 0.9683
0.618 0.9680
HIGH 0.9675
0.618 0.9672
0.500 0.9671
0.382 0.9670
LOW 0.9667
0.618 0.9662
1.000 0.9659
1.618 0.9654
2.618 0.9646
4.250 0.9633
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 0.9671 0.9665
PP 0.9671 0.9659
S1 0.9671 0.9653

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

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