CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 0.9974 0.9999 0.0025 0.3% 0.9890
High 0.9985 1.0000 0.0015 0.2% 1.0016
Low 0.9965 0.9993 0.0028 0.3% 0.9890
Close 0.9985 0.9993 0.0008 0.1% 1.0013
Range 0.0020 0.0007 -0.0013 -65.0% 0.0126
ATR 0.0047 0.0044 -0.0002 -4.8% 0.0000
Volume 189 17 -172 -91.0% 43
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0016 1.0012 0.9997
R3 1.0009 1.0005 0.9995
R2 1.0002 1.0002 0.9994
R1 0.9998 0.9998 0.9994 0.9997
PP 0.9995 0.9995 0.9995 0.9995
S1 0.9991 0.9991 0.9992 0.9990
S2 0.9988 0.9988 0.9992
S3 0.9981 0.9984 0.9991
S4 0.9974 0.9977 0.9989
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0351 1.0308 1.0082
R3 1.0225 1.0182 1.0048
R2 1.0099 1.0099 1.0036
R1 1.0056 1.0056 1.0025 1.0078
PP 0.9973 0.9973 0.9973 0.9984
S1 0.9930 0.9930 1.0001 0.9952
S2 0.9847 0.9847 0.9990
S3 0.9721 0.9804 0.9978
S4 0.9595 0.9678 0.9944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0016 0.9917 0.0099 1.0% 0.0028 0.3% 77% False False 48
10 1.0016 0.9825 0.0191 1.9% 0.0029 0.3% 88% False False 28
20 1.0016 0.9710 0.0306 3.1% 0.0025 0.2% 92% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0030
2.618 1.0018
1.618 1.0011
1.000 1.0007
0.618 1.0004
HIGH 1.0000
0.618 0.9997
0.500 0.9997
0.382 0.9996
LOW 0.9993
0.618 0.9989
1.000 0.9986
1.618 0.9982
2.618 0.9975
4.250 0.9963
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 0.9997 0.9984
PP 0.9995 0.9975
S1 0.9994 0.9967

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

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