CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 1.0050 1.0040 -0.0010 -0.1% 1.0060
High 1.0100 1.0045 -0.0055 -0.5% 1.0091
Low 1.0050 1.0030 -0.0020 -0.2% 0.9999
Close 1.0094 1.0065 -0.0029 -0.3% 0.9996
Range 0.0050 0.0015 -0.0035 -70.0% 0.0092
ATR 0.0044 0.0045 0.0001 3.3% 0.0000
Volume 63 7 -56 -88.9% 110
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0092 1.0093 1.0073
R3 1.0077 1.0078 1.0069
R2 1.0062 1.0062 1.0068
R1 1.0063 1.0063 1.0066 1.0063
PP 1.0047 1.0047 1.0047 1.0046
S1 1.0048 1.0048 1.0064 1.0048
S2 1.0032 1.0032 1.0062
S3 1.0017 1.0033 1.0061
S4 1.0002 1.0018 1.0057
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0305 1.0242 1.0047
R3 1.0213 1.0150 1.0021
R2 1.0121 1.0121 1.0013
R1 1.0058 1.0058 1.0004 1.0044
PP 1.0029 1.0029 1.0029 1.0021
S1 0.9966 0.9966 0.9988 0.9952
S2 0.9937 0.9937 0.9979
S3 0.9845 0.9874 0.9971
S4 0.9753 0.9782 0.9945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9996 0.0104 1.0% 0.0016 0.2% 66% False False 65
10 1.0195 0.9996 0.0199 2.0% 0.0015 0.1% 35% False False 35
20 1.0195 0.9996 0.0199 2.0% 0.0010 0.1% 35% False False 26
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0109
2.618 1.0084
1.618 1.0069
1.000 1.0060
0.618 1.0054
HIGH 1.0045
0.618 1.0039
0.500 1.0038
0.382 1.0036
LOW 1.0030
0.618 1.0021
1.000 1.0015
1.618 1.0006
2.618 0.9991
4.250 0.9966
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 1.0056 1.0059
PP 1.0047 1.0054
S1 1.0038 1.0048

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

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