CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 0.9840 0.9830 -0.0010 -0.1% 0.9818
High 0.9856 0.9900 0.0044 0.4% 0.9871
Low 0.9840 0.9825 -0.0015 -0.2% 0.9791
Close 0.9851 0.9898 0.0047 0.5% 0.9812
Range 0.0016 0.0075 0.0059 368.8% 0.0080
ATR 0.0047 0.0049 0.0002 4.2% 0.0000
Volume 8 13 5 62.5% 74
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0099 1.0074 0.9939
R3 1.0024 0.9999 0.9919
R2 0.9949 0.9949 0.9912
R1 0.9924 0.9924 0.9905 0.9937
PP 0.9874 0.9874 0.9874 0.9881
S1 0.9849 0.9849 0.9891 0.9862
S2 0.9799 0.9799 0.9884
S3 0.9724 0.9774 0.9877
S4 0.9649 0.9699 0.9857
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0065 1.0018 0.9856
R3 0.9985 0.9938 0.9834
R2 0.9905 0.9905 0.9827
R1 0.9858 0.9858 0.9819 0.9842
PP 0.9825 0.9825 0.9825 0.9816
S1 0.9778 0.9778 0.9805 0.9762
S2 0.9745 0.9745 0.9797
S3 0.9665 0.9698 0.9790
S4 0.9585 0.9618 0.9768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9810 0.0090 0.9% 0.0030 0.3% 98% True False 17
10 0.9900 0.9710 0.0190 1.9% 0.0025 0.2% 99% True False 17
20 0.9900 0.9686 0.0214 2.2% 0.0026 0.3% 99% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0219
2.618 1.0096
1.618 1.0021
1.000 0.9975
0.618 0.9946
HIGH 0.9900
0.618 0.9871
0.500 0.9863
0.382 0.9854
LOW 0.9825
0.618 0.9779
1.000 0.9750
1.618 0.9704
2.618 0.9629
4.250 0.9506
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 0.9886 0.9886
PP 0.9874 0.9874
S1 0.9863 0.9863

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

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