CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 1.0036 1.0000 -0.0036 -0.4% 0.9996
High 1.0040 1.0030 -0.0010 -0.1% 1.0160
Low 1.0036 0.9900 -0.0136 -1.4% 0.9996
Close 1.0045 0.9926 -0.0119 -1.2% 1.0160
Range 0.0004 0.0130 0.0126 3,150.0% 0.0164
ATR 0.0048 0.0055 0.0007 14.5% 0.0000
Volume 21 18 -3 -14.3% 318
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0342 1.0264 0.9998
R3 1.0212 1.0134 0.9962
R2 1.0082 1.0082 0.9950
R1 1.0004 1.0004 0.9938 0.9978
PP 0.9952 0.9952 0.9952 0.9939
S1 0.9874 0.9874 0.9914 0.9848
S2 0.9822 0.9822 0.9902
S3 0.9692 0.9744 0.9890
S4 0.9562 0.9614 0.9855
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 0.9900 0.0260 2.6% 0.0027 0.3% 10% False True 29
10 1.0160 0.9900 0.0260 2.6% 0.0022 0.2% 10% False True 47
20 1.0195 0.9900 0.0295 3.0% 0.0014 0.1% 9% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.0583
2.618 1.0370
1.618 1.0240
1.000 1.0160
0.618 1.0110
HIGH 1.0030
0.618 0.9980
0.500 0.9965
0.382 0.9950
LOW 0.9900
0.618 0.9820
1.000 0.9770
1.618 0.9690
2.618 0.9560
4.250 0.9348
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 0.9965 0.9972
PP 0.9952 0.9956
S1 0.9939 0.9941

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

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