CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 0.9840 0.9865 0.0025 0.3% 0.9880
High 0.9847 0.9880 0.0033 0.3% 1.0058
Low 0.9819 0.9805 -0.0014 -0.1% 0.9790
Close 0.9819 0.9879 0.0060 0.6% 1.0017
Range 0.0028 0.0075 0.0047 167.9% 0.0268
ATR 0.0094 0.0092 -0.0001 -1.4% 0.0000
Volume 24 15 -9 -37.5% 256
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0080 1.0054 0.9920
R3 1.0005 0.9979 0.9900
R2 0.9930 0.9930 0.9893
R1 0.9904 0.9904 0.9886 0.9917
PP 0.9855 0.9855 0.9855 0.9861
S1 0.9829 0.9829 0.9872 0.9842
S2 0.9780 0.9780 0.9865
S3 0.9705 0.9754 0.9858
S4 0.9630 0.9679 0.9838
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 1.0019 0.9780 0.0239 2.4% 0.0069 0.7% 41% False False 21
10 1.0058 0.9780 0.0278 2.8% 0.0062 0.6% 36% False False 36
20 1.0058 0.9596 0.0462 4.7% 0.0058 0.6% 61% False False 50
40 1.0160 0.9360 0.0800 8.1% 0.0053 0.5% 65% False False 61
60 1.0195 0.9360 0.0835 8.5% 0.0038 0.4% 62% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0199
2.618 1.0076
1.618 1.0001
1.000 0.9955
0.618 0.9926
HIGH 0.9880
0.618 0.9851
0.500 0.9843
0.382 0.9834
LOW 0.9805
0.618 0.9759
1.000 0.9730
1.618 0.9684
2.618 0.9609
4.250 0.9486
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 0.9867 0.9874
PP 0.9855 0.9870
S1 0.9843 0.9865

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

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