CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 1.0016 0.9970 -0.0046 -0.5% 1.0020
High 1.0016 0.9996 -0.0020 -0.2% 1.0044
Low 0.9933 0.9963 0.0030 0.3% 0.9933
Close 0.9949 0.9983 0.0034 0.3% 0.9949
Range 0.0083 0.0033 -0.0050 -60.2% 0.0111
ATR 0.0067 0.0066 -0.0001 -2.2% 0.0000
Volume 67 313 246 367.2% 773
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0080 1.0064 1.0001
R3 1.0047 1.0031 0.9992
R2 1.0014 1.0014 0.9989
R1 0.9998 0.9998 0.9986 1.0006
PP 0.9981 0.9981 0.9981 0.9985
S1 0.9965 0.9965 0.9980 0.9973
S2 0.9948 0.9948 0.9977
S3 0.9915 0.9932 0.9974
S4 0.9882 0.9899 0.9965
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0308 1.0240 1.0010
R3 1.0197 1.0129 0.9980
R2 1.0086 1.0086 0.9969
R1 1.0018 1.0018 0.9959 0.9997
PP 0.9975 0.9975 0.9975 0.9965
S1 0.9907 0.9907 0.9939 0.9886
S2 0.9864 0.9864 0.9929
S3 0.9753 0.9796 0.9918
S4 0.9642 0.9685 0.9888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0044 0.9933 0.0111 1.1% 0.0051 0.5% 45% False False 163
10 1.0044 0.9925 0.0119 1.2% 0.0056 0.6% 49% False False 148
20 1.0044 0.9721 0.0323 3.2% 0.0060 0.6% 81% False False 173
40 1.0044 0.9575 0.0469 4.7% 0.0063 0.6% 87% False False 151
60 1.0044 0.9484 0.0560 5.6% 0.0068 0.7% 89% False False 157
80 1.0058 0.9484 0.0574 5.7% 0.0065 0.6% 87% False False 125
100 1.0058 0.9360 0.0698 7.0% 0.0064 0.6% 89% False False 116
120 1.0195 0.9360 0.0835 8.4% 0.0055 0.5% 75% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0136
2.618 1.0082
1.618 1.0049
1.000 1.0029
0.618 1.0016
HIGH 0.9996
0.618 0.9983
0.500 0.9980
0.382 0.9976
LOW 0.9963
0.618 0.9943
1.000 0.9930
1.618 0.9910
2.618 0.9877
4.250 0.9823
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 0.9982 0.9989
PP 0.9981 0.9987
S1 0.9980 0.9985

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

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