CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 0.9780 0.9749 -0.0031 -0.3% 0.9791
High 0.9800 0.9769 -0.0031 -0.3% 0.9880
Low 0.9780 0.9744 -0.0036 -0.4% 0.9751
Close 0.9790 0.9771 -0.0019 -0.2% 0.9841
Range 0.0020 0.0025 0.0005 25.0% 0.0129
ATR 0.0085 0.0082 -0.0003 -3.3% 0.0000
Volume 3 17 14 466.7% 145
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9836 0.9829 0.9785
R3 0.9811 0.9804 0.9778
R2 0.9786 0.9786 0.9776
R1 0.9779 0.9779 0.9773 0.9783
PP 0.9761 0.9761 0.9761 0.9763
S1 0.9754 0.9754 0.9769 0.9758
S2 0.9736 0.9736 0.9766
S3 0.9711 0.9729 0.9764
S4 0.9686 0.9704 0.9757
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 0.9850 0.9744 0.0106 1.1% 0.0036 0.4% 25% False True 21
10 0.9880 0.9744 0.0136 1.4% 0.0043 0.4% 20% False True 22
20 1.0058 0.9723 0.0335 3.4% 0.0057 0.6% 14% False False 31
40 1.0058 0.9360 0.0698 7.1% 0.0059 0.6% 59% False False 55
60 1.0195 0.9360 0.0835 8.5% 0.0042 0.4% 49% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9875
2.618 0.9834
1.618 0.9809
1.000 0.9794
0.618 0.9784
HIGH 0.9769
0.618 0.9759
0.500 0.9757
0.382 0.9754
LOW 0.9744
0.618 0.9729
1.000 0.9719
1.618 0.9704
2.618 0.9679
4.250 0.9638
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 0.9766 0.9797
PP 0.9761 0.9788
S1 0.9757 0.9780

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

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