CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 0.9782 0.9763 -0.0019 -0.2% 0.9854
High 0.9782 0.9763 -0.0019 -0.2% 0.9866
Low 0.9756 0.9763 0.0007 0.1% 0.9692
Close 0.9756 0.9763 0.0007 0.1% 0.9692
Range 0.0026 0.0000 -0.0026 -100.0% 0.0174
ATR 0.0047 0.0045 -0.0003 -6.1% 0.0000
Volume 23 25 2 8.7% 99
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9763 0.9763 0.9763
R3 0.9763 0.9763 0.9763
R2 0.9763 0.9763 0.9763
R1 0.9763 0.9763 0.9763 0.9763
PP 0.9763 0.9763 0.9763 0.9763
S1 0.9763 0.9763 0.9763 0.9763
S2 0.9763 0.9763 0.9763
S3 0.9763 0.9763 0.9763
S4 0.9763 0.9763 0.9763
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0272 1.0156 0.9788
R3 1.0098 0.9982 0.9740
R2 0.9924 0.9924 0.9724
R1 0.9808 0.9808 0.9708 0.9779
PP 0.9750 0.9750 0.9750 0.9736
S1 0.9634 0.9634 0.9676 0.9605
S2 0.9576 0.9576 0.9660
S3 0.9402 0.9460 0.9644
S4 0.9228 0.9286 0.9596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9796 0.9686 0.0110 1.1% 0.0027 0.3% 70% False False 28
10 0.9866 0.9686 0.0180 1.8% 0.0021 0.2% 43% False False 21
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9763
2.618 0.9763
1.618 0.9763
1.000 0.9763
0.618 0.9763
HIGH 0.9763
0.618 0.9763
0.500 0.9763
0.382 0.9763
LOW 0.9763
0.618 0.9763
1.000 0.9763
1.618 0.9763
2.618 0.9763
4.250 0.9763
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 0.9763 0.9776
PP 0.9763 0.9772
S1 0.9763 0.9767

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

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