CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.0125 1.0160 0.0035 0.3% 0.9996
High 1.0125 1.0160 0.0035 0.3% 1.0160
Low 1.0125 1.0160 0.0035 0.3% 0.9996
Close 1.0119 1.0160 0.0041 0.4% 1.0160
Range
ATR 0.0046 0.0046 0.0000 -0.8% 0.0000
Volume 64 21 -43 -67.2% 318
Daily Pivots for day following 16-Sep-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 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0597 1.0543 1.0250
R3 1.0433 1.0379 1.0205
R2 1.0269 1.0269 1.0190
R1 1.0215 1.0215 1.0175 1.0242
PP 1.0105 1.0105 1.0105 1.0119
S1 1.0051 1.0051 1.0145 1.0078
S2 0.9941 0.9941 1.0130
S3 0.9777 0.9887 1.0115
S4 0.9613 0.9723 1.0070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0160 0.9996 0.0164 1.6% 0.0013 0.1% 100% True False 63
10 1.0160 0.9996 0.0164 1.6% 0.0015 0.1% 100% True False 43
20 1.0195 0.9996 0.0199 2.0% 0.0009 0.1% 82% False False 29
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
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 16-Sep-2011
Pivot 1 day 3 day
R1 1.0160 1.0138
PP 1.0160 1.0117
S1 1.0160 1.0095

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

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