CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 1.0000 0.9712 -0.0288 -2.9% 0.9996
High 1.0030 0.9715 -0.0315 -3.1% 1.0160
Low 0.9900 0.9628 -0.0272 -2.7% 0.9996
Close 0.9926 0.9673 -0.0253 -2.5% 1.0160
Range 0.0130 0.0087 -0.0043 -33.1% 0.0164
ATR 0.0055 0.0072 0.0017 31.7% 0.0000
Volume 18 172 154 855.6% 318
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9933 0.9890 0.9721
R3 0.9846 0.9803 0.9697
R2 0.9759 0.9759 0.9689
R1 0.9716 0.9716 0.9681 0.9694
PP 0.9672 0.9672 0.9672 0.9661
S1 0.9629 0.9629 0.9665 0.9607
S2 0.9585 0.9585 0.9657
S3 0.9498 0.9542 0.9649
S4 0.9411 0.9455 0.9625
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 0.9628 0.0532 5.5% 0.0044 0.5% 8% False True 50
10 1.0160 0.9628 0.0532 5.5% 0.0030 0.3% 8% False True 59
20 1.0195 0.9628 0.0567 5.9% 0.0018 0.2% 8% False True 39
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0085
2.618 0.9943
1.618 0.9856
1.000 0.9802
0.618 0.9769
HIGH 0.9715
0.618 0.9682
0.500 0.9672
0.382 0.9661
LOW 0.9628
0.618 0.9574
1.000 0.9541
1.618 0.9487
2.618 0.9400
4.250 0.9258
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 0.9673 0.9834
PP 0.9672 0.9780
S1 0.9672 0.9727

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

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