CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 0.9940 0.9940 0.0000 0.0% 0.9822
High 0.9970 0.9944 -0.0026 -0.3% 0.9983
Low 0.9938 0.9900 -0.0038 -0.4% 0.9822
Close 0.9956 0.9940 -0.0016 -0.2% 0.9956
Range 0.0032 0.0044 0.0012 37.5% 0.0161
ATR 0.0074 0.0073 -0.0001 -1.7% 0.0000
Volume 323 74 -249 -77.1% 1,153
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0060 1.0044 0.9964
R3 1.0016 1.0000 0.9952
R2 0.9972 0.9972 0.9948
R1 0.9956 0.9956 0.9944 0.9962
PP 0.9928 0.9928 0.9928 0.9931
S1 0.9912 0.9912 0.9936 0.9918
S2 0.9884 0.9884 0.9932
S3 0.9840 0.9868 0.9928
S4 0.9796 0.9824 0.9916
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 0.9825 0.0158 1.6% 0.0057 0.6% 73% False False 238
10 0.9983 0.9721 0.0262 2.6% 0.0065 0.7% 84% False False 197
20 0.9983 0.9664 0.0319 3.2% 0.0067 0.7% 87% False False 177
40 0.9983 0.9570 0.0413 4.2% 0.0068 0.7% 90% False False 148
60 0.9983 0.9484 0.0499 5.0% 0.0065 0.7% 91% False False 136
80 1.0058 0.9484 0.0574 5.8% 0.0063 0.6% 79% False False 116
100 1.0160 0.9360 0.0800 8.0% 0.0059 0.6% 73% False False 106
120 1.0195 0.9360 0.0835 8.4% 0.0051 0.5% 69% False False 91
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0131
2.618 1.0059
1.618 1.0015
1.000 0.9988
0.618 0.9971
HIGH 0.9944
0.618 0.9927
0.500 0.9922
0.382 0.9917
LOW 0.9900
0.618 0.9873
1.000 0.9856
1.618 0.9829
2.618 0.9785
4.250 0.9713
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 0.9934 0.9942
PP 0.9928 0.9941
S1 0.9922 0.9941

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

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