CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 0.9822 0.9830 0.0008 0.1% 0.9952
High 0.9880 0.9830 -0.0050 -0.5% 1.0010
Low 0.9822 0.9755 -0.0067 -0.7% 0.9766
Close 0.9865 0.9742 -0.0123 -1.2% 0.9791
Range 0.0058 0.0075 0.0017 29.3% 0.0244
ATR 0.0089 0.0090 0.0002 1.7% 0.0000
Volume 21 25 4 19.0% 95
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0001 0.9946 0.9783
R3 0.9926 0.9871 0.9763
R2 0.9851 0.9851 0.9756
R1 0.9796 0.9796 0.9749 0.9786
PP 0.9776 0.9776 0.9776 0.9771
S1 0.9721 0.9721 0.9735 0.9711
S2 0.9701 0.9701 0.9728
S3 0.9626 0.9646 0.9721
S4 0.9551 0.9571 0.9701
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0588 1.0433 0.9925
R3 1.0344 1.0189 0.9858
R2 1.0100 1.0100 0.9836
R1 0.9945 0.9945 0.9813 0.9901
PP 0.9856 0.9856 0.9856 0.9833
S1 0.9701 0.9701 0.9769 0.9657
S2 0.9612 0.9612 0.9746
S3 0.9368 0.9457 0.9724
S4 0.9124 0.9213 0.9657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9880 0.9755 0.0125 1.3% 0.0060 0.6% -10% False True 24
10 1.0058 0.9755 0.0303 3.1% 0.0064 0.7% -4% False True 24
20 1.0058 0.9708 0.0350 3.6% 0.0062 0.6% 10% False False 48
40 1.0160 0.9360 0.0800 8.2% 0.0057 0.6% 48% False False 57
60 1.0195 0.9360 0.0835 8.6% 0.0041 0.4% 46% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0149
2.618 1.0026
1.618 0.9951
1.000 0.9905
0.618 0.9876
HIGH 0.9830
0.618 0.9801
0.500 0.9793
0.382 0.9784
LOW 0.9755
0.618 0.9709
1.000 0.9680
1.618 0.9634
2.618 0.9559
4.250 0.9436
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 0.9793 0.9818
PP 0.9776 0.9792
S1 0.9759 0.9767

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

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