CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 0.9999 1.0020 0.0021 0.2% 0.9890
High 1.0000 1.0020 0.0020 0.2% 1.0016
Low 0.9993 0.9982 -0.0011 -0.1% 0.9890
Close 0.9993 0.9987 -0.0006 -0.1% 1.0013
Range 0.0007 0.0038 0.0031 442.9% 0.0126
ATR 0.0044 0.0044 0.0000 -1.0% 0.0000
Volume 17 4 -13 -76.5% 43
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0110 1.0087 1.0008
R3 1.0072 1.0049 0.9997
R2 1.0034 1.0034 0.9994
R1 1.0011 1.0011 0.9990 1.0004
PP 0.9996 0.9996 0.9996 0.9993
S1 0.9973 0.9973 0.9984 0.9966
S2 0.9958 0.9958 0.9980
S3 0.9920 0.9935 0.9977
S4 0.9882 0.9897 0.9966
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 1.0020 0.9917 0.0103 1.0% 0.0036 0.4% 68% True False 48
10 1.0020 0.9890 0.0130 1.3% 0.0025 0.3% 75% True False 27
20 1.0020 0.9710 0.0310 3.1% 0.0025 0.2% 89% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0182
2.618 1.0119
1.618 1.0081
1.000 1.0058
0.618 1.0043
HIGH 1.0020
0.618 1.0005
0.500 1.0001
0.382 0.9997
LOW 0.9982
0.618 0.9959
1.000 0.9944
1.618 0.9921
2.618 0.9883
4.250 0.9821
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1.0001 0.9993
PP 0.9996 0.9991
S1 0.9992 0.9989

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

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