CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 0.9800 0.9787 -0.0013 -0.1% 0.9513
High 0.9822 0.9787 -0.0035 -0.4% 0.9700
Low 0.9799 0.9708 -0.0091 -0.9% 0.9360
Close 0.9809 0.9779 -0.0030 -0.3% 0.9592
Range 0.0023 0.0079 0.0056 243.5% 0.0340
ATR 0.0093 0.0094 0.0001 0.6% 0.0000
Volume 13 270 257 1,976.9% 420
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9995 0.9966 0.9822
R3 0.9916 0.9887 0.9801
R2 0.9837 0.9837 0.9793
R1 0.9808 0.9808 0.9786 0.9783
PP 0.9758 0.9758 0.9758 0.9746
S1 0.9729 0.9729 0.9772 0.9704
S2 0.9679 0.9679 0.9765
S3 0.9600 0.9650 0.9757
S4 0.9521 0.9571 0.9736
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 0.9822 0.9596 0.0226 2.3% 0.0043 0.4% 81% False False 83
10 0.9822 0.9360 0.0462 4.7% 0.0042 0.4% 91% False False 75
20 1.0160 0.9360 0.0800 8.2% 0.0055 0.6% 52% False False 75
40 1.0195 0.9360 0.0835 8.5% 0.0032 0.3% 50% False False 52
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0123
2.618 0.9994
1.618 0.9915
1.000 0.9866
0.618 0.9836
HIGH 0.9787
0.618 0.9757
0.500 0.9748
0.382 0.9738
LOW 0.9708
0.618 0.9659
1.000 0.9629
1.618 0.9580
2.618 0.9501
4.250 0.9372
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 0.9769 0.9768
PP 0.9758 0.9756
S1 0.9748 0.9745

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

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