CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 1.0160 1.0043 -0.0117 -1.2% 0.9996
High 1.0160 1.0043 -0.0117 -1.2% 1.0160
Low 1.0160 1.0043 -0.0117 -1.2% 0.9996
Close 1.0160 1.0043 -0.0117 -1.2% 1.0160
Range
ATR 0.0046 0.0051 0.0005 11.1% 0.0000
Volume 21 21 0 0.0% 318
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0043 1.0043 1.0043
R3 1.0043 1.0043 1.0043
R2 1.0043 1.0043 1.0043
R1 1.0043 1.0043 1.0043 1.0043
PP 1.0043 1.0043 1.0043 1.0043
S1 1.0043 1.0043 1.0043 1.0043
S2 1.0043 1.0043 1.0043
S3 1.0043 1.0043 1.0043
S4 1.0043 1.0043 1.0043
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 1.0030 0.0130 1.3% 0.0013 0.1% 10% False False 35
10 1.0160 0.9996 0.0164 1.6% 0.0011 0.1% 29% False False 44
20 1.0195 0.9996 0.0199 2.0% 0.0007 0.1% 24% False False 30
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 1.0043
2.618 1.0043
1.618 1.0043
1.000 1.0043
0.618 1.0043
HIGH 1.0043
0.618 1.0043
0.500 1.0043
0.382 1.0043
LOW 1.0043
0.618 1.0043
1.000 1.0043
1.618 1.0043
2.618 1.0043
4.250 1.0043
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 1.0043 1.0102
PP 1.0043 1.0082
S1 1.0043 1.0063

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

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