CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 0.9749 0.9725 -0.0024 -0.2% 0.9791
High 0.9769 0.9774 0.0005 0.1% 0.9880
Low 0.9744 0.9705 -0.0039 -0.4% 0.9751
Close 0.9771 0.9774 0.0003 0.0% 0.9841
Range 0.0025 0.0069 0.0044 176.0% 0.0129
ATR 0.0082 0.0081 -0.0001 -1.1% 0.0000
Volume 17 193 176 1,035.3% 145
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9958 0.9935 0.9812
R3 0.9889 0.9866 0.9793
R2 0.9820 0.9820 0.9787
R1 0.9797 0.9797 0.9780 0.9809
PP 0.9751 0.9751 0.9751 0.9757
S1 0.9728 0.9728 0.9768 0.9740
S2 0.9682 0.9682 0.9761
S3 0.9613 0.9659 0.9755
S4 0.9544 0.9590 0.9736
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 0.9705 0.0145 1.5% 0.0035 0.4% 48% False True 55
10 0.9880 0.9705 0.0175 1.8% 0.0047 0.5% 39% False True 39
20 1.0058 0.9705 0.0353 3.6% 0.0056 0.6% 20% False True 38
40 1.0058 0.9360 0.0698 7.1% 0.0058 0.6% 59% False False 60
60 1.0195 0.9360 0.0835 8.5% 0.0043 0.4% 50% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0067
2.618 0.9955
1.618 0.9886
1.000 0.9843
0.618 0.9817
HIGH 0.9774
0.618 0.9748
0.500 0.9740
0.382 0.9731
LOW 0.9705
0.618 0.9662
1.000 0.9636
1.618 0.9593
2.618 0.9524
4.250 0.9412
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 0.9763 0.9767
PP 0.9751 0.9760
S1 0.9740 0.9753

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

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