CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 0.9830 0.9780 -0.0050 -0.5% 0.9791
High 0.9850 0.9800 -0.0050 -0.5% 0.9880
Low 0.9830 0.9780 -0.0050 -0.5% 0.9751
Close 0.9841 0.9790 -0.0051 -0.5% 0.9841
Range 0.0020 0.0020 0.0000 0.0% 0.0129
ATR 0.0086 0.0085 -0.0002 -2.1% 0.0000
Volume 40 3 -37 -92.5% 145
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9850 0.9840 0.9801
R3 0.9830 0.9820 0.9796
R2 0.9810 0.9810 0.9794
R1 0.9800 0.9800 0.9792 0.9805
PP 0.9790 0.9790 0.9790 0.9793
S1 0.9780 0.9780 0.9788 0.9785
S2 0.9770 0.9770 0.9786
S3 0.9750 0.9760 0.9785
S4 0.9730 0.9740 0.9779
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% 0.0042 0.4% 30% False False 22
10 0.9950 0.9751 0.0199 2.0% 0.0058 0.6% 20% False False 21
20 1.0058 0.9723 0.0335 3.4% 0.0057 0.6% 20% False False 34
40 1.0058 0.9360 0.0698 7.1% 0.0059 0.6% 62% False False 55
60 1.0195 0.9360 0.0835 8.5% 0.0042 0.4% 51% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9852
1.618 0.9832
1.000 0.9820
0.618 0.9812
HIGH 0.9800
0.618 0.9792
0.500 0.9790
0.382 0.9788
LOW 0.9780
0.618 0.9768
1.000 0.9760
1.618 0.9748
2.618 0.9728
4.250 0.9695
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 0.9790 0.9801
PP 0.9790 0.9797
S1 0.9790 0.9794

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

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