CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 0.9880 0.9850 -0.0030 -0.3% 0.9830
High 0.9900 0.9850 -0.0050 -0.5% 0.9880
Low 0.9880 0.9805 -0.0075 -0.8% 0.9723
Close 0.9903 0.9816 -0.0087 -0.9% 0.9862
Range 0.0020 0.0045 0.0025 125.0% 0.0157
ATR 0.0083 0.0084 0.0001 1.3% 0.0000
Volume 129 57 -72 -55.8% 198
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9959 0.9932 0.9841
R3 0.9914 0.9887 0.9828
R2 0.9869 0.9869 0.9824
R1 0.9842 0.9842 0.9820 0.9833
PP 0.9824 0.9824 0.9824 0.9819
S1 0.9797 0.9797 0.9812 0.9788
S2 0.9779 0.9779 0.9808
S3 0.9734 0.9752 0.9804
S4 0.9689 0.9707 0.9791
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0293 1.0234 0.9948
R3 1.0136 1.0077 0.9905
R2 0.9979 0.9979 0.9891
R1 0.9920 0.9920 0.9876 0.9950
PP 0.9822 0.9822 0.9822 0.9836
S1 0.9763 0.9763 0.9848 0.9793
S2 0.9665 0.9665 0.9833
S3 0.9508 0.9606 0.9819
S4 0.9351 0.9449 0.9776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9723 0.0177 1.8% 0.0057 0.6% 53% False False 59
10 0.9900 0.9708 0.0192 2.0% 0.0052 0.5% 56% False False 73
20 0.9900 0.9360 0.0540 5.5% 0.0050 0.5% 84% False False 64
40 1.0195 0.9360 0.0835 8.5% 0.0042 0.4% 55% False False 60
60 1.0354 0.9360 0.0994 10.1% 0.0032 0.3% 46% False False 46
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0041
2.618 0.9968
1.618 0.9923
1.000 0.9895
0.618 0.9878
HIGH 0.9850
0.618 0.9833
0.500 0.9828
0.382 0.9822
LOW 0.9805
0.618 0.9777
1.000 0.9760
1.618 0.9732
2.618 0.9687
4.250 0.9614
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 0.9828 0.9853
PP 0.9824 0.9840
S1 0.9820 0.9828

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

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