CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.0159 1.0160 0.0001 0.0% 1.0068
High 1.0159 1.0160 0.0001 0.0% 1.0103
Low 1.0159 1.0160 0.0001 0.0% 1.0068
Close 1.0169 1.0160 -0.0009 -0.1% 1.0103
Range
ATR 0.0038 0.0036 -0.0002 -5.5% 0.0000
Volume 30 1 -29 -96.7% 90
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0160 1.0160 1.0160
R3 1.0160 1.0160 1.0160
R2 1.0160 1.0160 1.0160
R1 1.0160 1.0160 1.0160 1.0160
PP 1.0160 1.0160 1.0160 1.0160
S1 1.0160 1.0160 1.0160 1.0160
S2 1.0160 1.0160 1.0160
S3 1.0160 1.0160 1.0160
S4 1.0160 1.0160 1.0160
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0196 1.0185 1.0122
R3 1.0161 1.0150 1.0113
R2 1.0126 1.0126 1.0109
R1 1.0115 1.0115 1.0106 1.0121
PP 1.0091 1.0091 1.0091 1.0094
S1 1.0080 1.0080 1.0100 1.0086
S2 1.0056 1.0056 1.0097
S3 1.0021 1.0045 1.0093
S4 0.9986 1.0010 1.0084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0168 1.0077 0.0091 0.9% 0.0000 0.0% 91% False False 24
10 1.0168 1.0034 0.0134 1.3% 0.0005 0.0% 94% False False 17
20 1.0226 1.0000 0.0226 2.2% 0.0013 0.1% 71% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0160
1.618 1.0160
1.000 1.0160
0.618 1.0160
HIGH 1.0160
0.618 1.0160
0.500 1.0160
0.382 1.0160
LOW 1.0160
0.618 1.0160
1.000 1.0160
1.618 1.0160
2.618 1.0160
4.250 1.0160
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.0160 1.0164
PP 1.0160 1.0162
S1 1.0160 1.0161

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

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