CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 1.0005 1.0040 0.0035 0.3% 0.9970
High 1.0039 1.0065 0.0026 0.3% 1.0039
Low 0.9995 0.9998 0.0003 0.0% 0.9923
Close 1.0014 1.0011 -0.0003 0.0% 1.0014
Range 0.0044 0.0067 0.0023 52.3% 0.0116
ATR 0.0065 0.0066 0.0000 0.2% 0.0000
Volume 240 722 482 200.8% 1,291
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0226 1.0185 1.0048
R3 1.0159 1.0118 1.0029
R2 1.0092 1.0092 1.0023
R1 1.0051 1.0051 1.0017 1.0038
PP 1.0025 1.0025 1.0025 1.0018
S1 0.9984 0.9984 1.0005 0.9971
S2 0.9958 0.9958 0.9999
S3 0.9891 0.9917 0.9993
S4 0.9824 0.9850 0.9974
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0340 1.0293 1.0078
R3 1.0224 1.0177 1.0046
R2 1.0108 1.0108 1.0035
R1 1.0061 1.0061 1.0025 1.0085
PP 0.9992 0.9992 0.9992 1.0004
S1 0.9945 0.9945 1.0003 0.9969
S2 0.9876 0.9876 0.9993
S3 0.9760 0.9829 0.9982
S4 0.9644 0.9713 0.9950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0065 0.9923 0.0142 1.4% 0.0061 0.6% 62% True False 340
10 1.0065 0.9923 0.0142 1.4% 0.0056 0.6% 62% True False 251
20 1.0065 0.9825 0.0240 2.4% 0.0057 0.6% 78% True False 218
40 1.0065 0.9664 0.0401 4.0% 0.0062 0.6% 87% True False 180
60 1.0065 0.9484 0.0581 5.8% 0.0067 0.7% 91% True False 171
80 1.0065 0.9484 0.0581 5.8% 0.0065 0.7% 91% True False 143
100 1.0065 0.9360 0.0705 7.0% 0.0062 0.6% 92% True False 127
120 1.0195 0.9360 0.0835 8.3% 0.0057 0.6% 78% False False 115
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0240
1.618 1.0173
1.000 1.0132
0.618 1.0106
HIGH 1.0065
0.618 1.0039
0.500 1.0032
0.382 1.0024
LOW 0.9998
0.618 0.9957
1.000 0.9931
1.618 0.9890
2.618 0.9823
4.250 0.9713
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 1.0032 1.0005
PP 1.0025 1.0000
S1 1.0018 0.9994

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

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