CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 0.9952 0.9950 -0.0002 0.0% 0.9880
High 1.0010 0.9950 -0.0060 -0.6% 1.0058
Low 0.9952 0.9780 -0.0172 -1.7% 0.9790
Close 1.0015 0.9790 -0.0225 -2.2% 1.0017
Range 0.0058 0.0170 0.0112 193.1% 0.0268
ATR 0.0086 0.0096 0.0011 12.4% 0.0000
Volume 30 4 -26 -86.7% 256
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0350 1.0240 0.9884
R3 1.0180 1.0070 0.9837
R2 1.0010 1.0010 0.9821
R1 0.9900 0.9900 0.9806 0.9870
PP 0.9840 0.9840 0.9840 0.9825
S1 0.9730 0.9730 0.9774 0.9700
S2 0.9670 0.9670 0.9759
S3 0.9500 0.9560 0.9743
S4 0.9330 0.9390 0.9697
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0759 1.0656 1.0164
R3 1.0491 1.0388 1.0091
R2 1.0223 1.0223 1.0066
R1 1.0120 1.0120 1.0042 1.0172
PP 0.9955 0.9955 0.9955 0.9981
S1 0.9852 0.9852 0.9992 0.9904
S2 0.9687 0.9687 0.9968
S3 0.9419 0.9584 0.9943
S4 0.9151 0.9316 0.9870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9780 0.0278 2.8% 0.0084 0.9% 4% False True 20
10 1.0058 0.9723 0.0335 3.4% 0.0070 0.7% 20% False False 40
20 1.0058 0.9520 0.0538 5.5% 0.0056 0.6% 50% False False 57
40 1.0160 0.9360 0.0800 8.2% 0.0051 0.5% 54% False False 61
60 1.0195 0.9360 0.0835 8.5% 0.0036 0.4% 51% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1.0673
2.618 1.0395
1.618 1.0225
1.000 1.0120
0.618 1.0055
HIGH 0.9950
0.618 0.9885
0.500 0.9865
0.382 0.9845
LOW 0.9780
0.618 0.9675
1.000 0.9610
1.618 0.9505
2.618 0.9335
4.250 0.9058
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 0.9865 0.9900
PP 0.9840 0.9863
S1 0.9815 0.9827

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

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