CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 1.0060 1.0085 0.0025 0.2% 1.0168
High 1.0061 1.0091 0.0030 0.3% 1.0195
Low 1.0036 1.0085 0.0049 0.5% 1.0125
Close 1.0059 1.0103 0.0044 0.4% 1.0108
Range 0.0025 0.0006 -0.0019 -76.0% 0.0070
ATR 0.0041 0.0041 -0.0001 -1.6% 0.0000
Volume 14 4 -10 -71.4% 68
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0111 1.0113 1.0106
R3 1.0105 1.0107 1.0105
R2 1.0099 1.0099 1.0104
R1 1.0101 1.0101 1.0104 1.0100
PP 1.0093 1.0093 1.0093 1.0093
S1 1.0095 1.0095 1.0102 1.0094
S2 1.0087 1.0087 1.0102
S3 1.0081 1.0089 1.0101
S4 1.0075 1.0083 1.0100
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0353 1.0300 1.0147
R3 1.0283 1.0230 1.0127
R2 1.0213 1.0213 1.0121
R1 1.0160 1.0160 1.0114 1.0152
PP 1.0143 1.0143 1.0143 1.0138
S1 1.0090 1.0090 1.0102 1.0082
S2 1.0073 1.0073 1.0095
S3 1.0003 1.0020 1.0089
S4 0.9933 0.9950 1.0070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0195 1.0036 0.0159 1.6% 0.0013 0.1% 42% False False 5
10 1.0195 1.0036 0.0159 1.6% 0.0007 0.1% 42% False False 15
20 1.0195 1.0000 0.0195 1.9% 0.0007 0.1% 53% False False 13
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 False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0117
2.618 1.0107
1.618 1.0101
1.000 1.0097
0.618 1.0095
HIGH 1.0091
0.618 1.0089
0.500 1.0088
0.382 1.0087
LOW 1.0085
0.618 1.0081
1.000 1.0079
1.618 1.0075
2.618 1.0069
4.250 1.0060
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 1.0098 1.0101
PP 1.0093 1.0100
S1 1.0088 1.0098

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

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