CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 0.9851 0.9765 -0.0086 -0.9% 0.9710
High 0.9851 0.9820 -0.0031 -0.3% 0.9822
Low 0.9760 0.9723 -0.0037 -0.4% 0.9667
Close 0.9767 0.9822 0.0055 0.6% 0.9846
Range 0.0091 0.0097 0.0006 6.6% 0.0155
ATR 0.0087 0.0088 0.0001 0.8% 0.0000
Volume 60 13 -47 -78.3% 366
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0079 1.0048 0.9875
R3 0.9982 0.9951 0.9849
R2 0.9885 0.9885 0.9840
R1 0.9854 0.9854 0.9831 0.9870
PP 0.9788 0.9788 0.9788 0.9796
S1 0.9757 0.9757 0.9813 0.9773
S2 0.9691 0.9691 0.9804
S3 0.9594 0.9660 0.9795
S4 0.9497 0.9563 0.9769
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0243 1.0200 0.9931
R3 1.0088 1.0045 0.9889
R2 0.9933 0.9933 0.9874
R1 0.9890 0.9890 0.9860 0.9912
PP 0.9778 0.9778 0.9778 0.9789
S1 0.9735 0.9735 0.9832 0.9757
S2 0.9623 0.9623 0.9818
S3 0.9468 0.9580 0.9803
S4 0.9313 0.9425 0.9761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9851 0.9723 0.0128 1.3% 0.0065 0.7% 77% False True 44
10 0.9851 0.9596 0.0255 2.6% 0.0054 0.5% 89% False False 63
20 0.9851 0.9360 0.0491 5.0% 0.0060 0.6% 94% False False 74
40 1.0195 0.9360 0.0835 8.5% 0.0039 0.4% 55% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0074
1.618 0.9977
1.000 0.9917
0.618 0.9880
HIGH 0.9820
0.618 0.9783
0.500 0.9772
0.382 0.9760
LOW 0.9723
0.618 0.9663
1.000 0.9626
1.618 0.9566
2.618 0.9469
4.250 0.9311
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 0.9805 0.9810
PP 0.9788 0.9799
S1 0.9772 0.9787

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

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