CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 1.0100 1.0131 0.0031 0.3% 1.0070
High 1.0122 1.0131 0.0009 0.1% 1.0070
Low 1.0100 1.0131 0.0031 0.3% 1.0000
Close 1.0140 1.0119 -0.0021 -0.2% 1.0051
Range 0.0022 0.0000 -0.0022 -100.0% 0.0070
ATR
Volume 7 2 -5 -71.4% 140
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0127 1.0123 1.0119
R3 1.0127 1.0123 1.0119
R2 1.0127 1.0127 1.0119
R1 1.0123 1.0123 1.0119 1.0125
PP 1.0127 1.0127 1.0127 1.0128
S1 1.0123 1.0123 1.0119 1.0125
S2 1.0127 1.0127 1.0119
S3 1.0127 1.0123 1.0119
S4 1.0127 1.0123 1.0119
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0250 1.0221 1.0090
R3 1.0180 1.0151 1.0070
R2 1.0110 1.0110 1.0064
R1 1.0081 1.0081 1.0057 1.0061
PP 1.0040 1.0040 1.0040 1.0030
S1 1.0011 1.0011 1.0045 0.9991
S2 0.9970 0.9970 1.0038
S3 0.9900 0.9941 1.0032
S4 0.9830 0.9871 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 1.0000 0.0131 1.3% 0.0004 0.0% 91% True False 13
10 1.0315 1.0000 0.0315 3.1% 0.0021 0.2% 38% False False 21
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0131
2.618 1.0131
1.618 1.0131
1.000 1.0131
0.618 1.0131
HIGH 1.0131
0.618 1.0131
0.500 1.0131
0.382 1.0131
LOW 1.0131
0.618 1.0131
1.000 1.0131
1.618 1.0131
2.618 1.0131
4.250 1.0131
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 1.0131 1.0110
PP 1.0127 1.0100
S1 1.0123 1.0091

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

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