CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 0.9944 0.9940 -0.0004 0.0% 0.9822
High 0.9983 0.9970 -0.0013 -0.1% 0.9983
Low 0.9944 0.9938 -0.0006 -0.1% 0.9822
Close 0.9954 0.9956 0.0002 0.0% 0.9956
Range 0.0039 0.0032 -0.0007 -17.9% 0.0161
ATR 0.0077 0.0074 -0.0003 -4.2% 0.0000
Volume 444 323 -121 -27.3% 1,153
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0051 1.0035 0.9974
R3 1.0019 1.0003 0.9965
R2 0.9987 0.9987 0.9962
R1 0.9971 0.9971 0.9959 0.9979
PP 0.9955 0.9955 0.9955 0.9959
S1 0.9939 0.9939 0.9953 0.9947
S2 0.9923 0.9923 0.9950
S3 0.9891 0.9907 0.9947
S4 0.9859 0.9875 0.9938
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0403 1.0341 1.0045
R3 1.0242 1.0180 1.0000
R2 1.0081 1.0081 0.9986
R1 1.0019 1.0019 0.9971 1.0050
PP 0.9920 0.9920 0.9920 0.9936
S1 0.9858 0.9858 0.9941 0.9889
S2 0.9759 0.9759 0.9926
S3 0.9598 0.9697 0.9912
S4 0.9437 0.9536 0.9867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9983 0.9822 0.0161 1.6% 0.0066 0.7% 83% False False 230
10 0.9983 0.9695 0.0288 2.9% 0.0069 0.7% 91% False False 196
20 0.9983 0.9664 0.0319 3.2% 0.0068 0.7% 92% False False 179
40 0.9983 0.9570 0.0413 4.1% 0.0072 0.7% 93% False False 149
60 0.9983 0.9484 0.0499 5.0% 0.0067 0.7% 95% False False 134
80 1.0058 0.9360 0.0698 7.0% 0.0064 0.6% 85% False False 115
100 1.0160 0.9360 0.0800 8.0% 0.0059 0.6% 75% False False 105
120 1.0195 0.9360 0.0835 8.4% 0.0051 0.5% 71% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0106
2.618 1.0054
1.618 1.0022
1.000 1.0002
0.618 0.9990
HIGH 0.9970
0.618 0.9958
0.500 0.9954
0.382 0.9950
LOW 0.9938
0.618 0.9918
1.000 0.9906
1.618 0.9886
2.618 0.9854
4.250 0.9802
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 0.9955 0.9939
PP 0.9955 0.9921
S1 0.9954 0.9904

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

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