CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 0.9850 0.9790 -0.0060 -0.6% 0.9830
High 0.9850 0.9895 0.0045 0.5% 0.9880
Low 0.9805 0.9790 -0.0015 -0.2% 0.9723
Close 0.9816 0.9891 0.0075 0.8% 0.9862
Range 0.0045 0.0105 0.0060 133.3% 0.0157
ATR 0.0084 0.0085 0.0002 1.8% 0.0000
Volume 57 3 -54 -94.7% 198
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0174 1.0137 0.9949
R3 1.0069 1.0032 0.9920
R2 0.9964 0.9964 0.9910
R1 0.9927 0.9927 0.9901 0.9946
PP 0.9859 0.9859 0.9859 0.9868
S1 0.9822 0.9822 0.9881 0.9841
S2 0.9754 0.9754 0.9872
S3 0.9649 0.9717 0.9862
S4 0.9544 0.9612 0.9833
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% 0.0059 0.6% 95% False False 48
10 0.9900 0.9708 0.0192 1.9% 0.0060 0.6% 95% False False 72
20 0.9900 0.9360 0.0540 5.5% 0.0050 0.5% 98% False False 61
40 1.0195 0.9360 0.0835 8.4% 0.0044 0.4% 64% False False 59
60 1.0315 0.9360 0.0955 9.7% 0.0034 0.3% 56% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0341
2.618 1.0170
1.618 1.0065
1.000 1.0000
0.618 0.9960
HIGH 0.9895
0.618 0.9855
0.500 0.9843
0.382 0.9830
LOW 0.9790
0.618 0.9725
1.000 0.9685
1.618 0.9620
2.618 0.9515
4.250 0.9344
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 0.9875 0.9876
PP 0.9859 0.9860
S1 0.9843 0.9845

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

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