CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 0.9725 0.9743 0.0018 0.2% 0.9791
High 0.9774 0.9755 -0.0019 -0.2% 0.9880
Low 0.9705 0.9695 -0.0010 -0.1% 0.9751
Close 0.9774 0.9695 -0.0079 -0.8% 0.9841
Range 0.0069 0.0060 -0.0009 -13.0% 0.0129
ATR 0.0081 0.0081 0.0000 -0.2% 0.0000
Volume 193 443 250 129.5% 145
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9895 0.9855 0.9728
R3 0.9835 0.9795 0.9712
R2 0.9775 0.9775 0.9706
R1 0.9735 0.9735 0.9701 0.9725
PP 0.9715 0.9715 0.9715 0.9710
S1 0.9675 0.9675 0.9690 0.9665
S2 0.9655 0.9655 0.9684
S3 0.9595 0.9615 0.9679
S4 0.9535 0.9555 0.9662
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 0.9695 0.0155 1.6% 0.0039 0.4% 0% False True 139
10 0.9880 0.9695 0.0185 1.9% 0.0046 0.5% 0% False True 82
20 1.0058 0.9695 0.0363 3.7% 0.0054 0.6% 0% False True 59
40 1.0058 0.9360 0.0698 7.2% 0.0057 0.6% 48% False False 67
60 1.0195 0.9360 0.0835 8.6% 0.0044 0.5% 40% False False 57
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0010
2.618 0.9912
1.618 0.9852
1.000 0.9815
0.618 0.9792
HIGH 0.9755
0.618 0.9732
0.500 0.9725
0.382 0.9718
LOW 0.9695
0.618 0.9658
1.000 0.9635
1.618 0.9598
2.618 0.9538
4.250 0.9440
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 0.9725 0.9735
PP 0.9715 0.9721
S1 0.9705 0.9708

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

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