CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 0.9790 0.9830 0.0040 0.4% 0.9791
High 0.9790 0.9850 0.0060 0.6% 0.9880
Low 0.9751 0.9830 0.0079 0.8% 0.9751
Close 0.9776 0.9841 0.0065 0.7% 0.9841
Range 0.0039 0.0020 -0.0019 -48.7% 0.0129
ATR 0.0087 0.0086 -0.0001 -1.1% 0.0000
Volume 22 40 18 81.8% 145
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9900 0.9891 0.9852
R3 0.9880 0.9871 0.9847
R2 0.9860 0.9860 0.9845
R1 0.9851 0.9851 0.9843 0.9856
PP 0.9840 0.9840 0.9840 0.9843
S1 0.9831 0.9831 0.9839 0.9836
S2 0.9820 0.9820 0.9837
S3 0.9800 0.9811 0.9836
S4 0.9780 0.9791 0.9830
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0211 1.0155 0.9912
R3 1.0082 1.0026 0.9876
R2 0.9953 0.9953 0.9865
R1 0.9897 0.9897 0.9853 0.9925
PP 0.9824 0.9824 0.9824 0.9838
S1 0.9768 0.9768 0.9829 0.9796
S2 0.9695 0.9695 0.9817
S3 0.9566 0.9639 0.9806
S4 0.9437 0.9510 0.9770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9880 0.9751 0.0129 1.3% 0.0050 0.5% 70% False False 29
10 1.0010 0.9751 0.0259 2.6% 0.0061 0.6% 35% False False 24
20 1.0058 0.9723 0.0335 3.4% 0.0060 0.6% 35% False False 34
40 1.0058 0.9360 0.0698 7.1% 0.0058 0.6% 69% False False 56
60 1.0195 0.9360 0.0835 8.5% 0.0042 0.4% 58% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9935
2.618 0.9902
1.618 0.9882
1.000 0.9870
0.618 0.9862
HIGH 0.9850
0.618 0.9842
0.500 0.9840
0.382 0.9838
LOW 0.9830
0.618 0.9818
1.000 0.9810
1.618 0.9798
2.618 0.9778
4.250 0.9745
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 0.9841 0.9828
PP 0.9840 0.9814
S1 0.9840 0.9801

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

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