CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 0.9743 0.9700 -0.0043 -0.4% 0.9780
High 0.9755 0.9721 -0.0034 -0.3% 0.9800
Low 0.9695 0.9700 0.0005 0.1% 0.9695
Close 0.9695 0.9709 0.0014 0.1% 0.9709
Range 0.0060 0.0021 -0.0039 -65.0% 0.0105
ATR 0.0081 0.0077 -0.0004 -4.8% 0.0000
Volume 443 17 -426 -96.2% 673
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9773 0.9762 0.9721
R3 0.9752 0.9741 0.9715
R2 0.9731 0.9731 0.9713
R1 0.9720 0.9720 0.9711 0.9726
PP 0.9710 0.9710 0.9710 0.9713
S1 0.9699 0.9699 0.9707 0.9705
S2 0.9689 0.9689 0.9705
S3 0.9668 0.9678 0.9703
S4 0.9647 0.9657 0.9697
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0050 0.9984 0.9767
R3 0.9945 0.9879 0.9738
R2 0.9840 0.9840 0.9728
R1 0.9774 0.9774 0.9719 0.9755
PP 0.9735 0.9735 0.9735 0.9725
S1 0.9669 0.9669 0.9699 0.9650
S2 0.9630 0.9630 0.9690
S3 0.9525 0.9564 0.9680
S4 0.9420 0.9459 0.9651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9695 0.0105 1.1% 0.0039 0.4% 13% False False 134
10 0.9880 0.9695 0.0185 1.9% 0.0044 0.5% 8% False False 81
20 1.0058 0.9695 0.0363 3.7% 0.0053 0.5% 4% False False 58
40 1.0058 0.9360 0.0698 7.2% 0.0055 0.6% 50% False False 59
60 1.0195 0.9360 0.0835 8.6% 0.0044 0.5% 42% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9810
2.618 0.9776
1.618 0.9755
1.000 0.9742
0.618 0.9734
HIGH 0.9721
0.618 0.9713
0.500 0.9711
0.382 0.9708
LOW 0.9700
0.618 0.9687
1.000 0.9679
1.618 0.9666
2.618 0.9645
4.250 0.9611
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 0.9711 0.9735
PP 0.9710 0.9726
S1 0.9710 0.9718

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

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