CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 0.9653 0.9700 0.0047 0.5% 1.0043
High 0.9700 0.9800 0.0100 1.0% 1.0043
Low 0.9600 0.9700 0.0100 1.0% 0.9628
Close 0.9646 0.9792 0.0146 1.5% 0.9656
Range 0.0100 0.0100 0.0000 0.0% 0.0415
ATR 0.0075 0.0081 0.0006 7.5% 0.0000
Volume 51 67 16 31.4% 535
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0064 1.0028 0.9847
R3 0.9964 0.9928 0.9820
R2 0.9864 0.9864 0.9810
R1 0.9828 0.9828 0.9801 0.9846
PP 0.9764 0.9764 0.9764 0.9773
S1 0.9728 0.9728 0.9783 0.9746
S2 0.9664 0.9664 0.9774
S3 0.9564 0.9628 0.9765
S4 0.9464 0.9528 0.9737
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1021 1.0753 0.9884
R3 1.0606 1.0338 0.9770
R2 1.0191 1.0191 0.9732
R1 0.9923 0.9923 0.9694 0.9850
PP 0.9776 0.9776 0.9776 0.9739
S1 0.9508 0.9508 0.9618 0.9435
S2 0.9361 0.9361 0.9580
S3 0.8946 0.9093 0.9542
S4 0.8531 0.8678 0.9428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0030 0.9600 0.0430 4.4% 0.0101 1.0% 45% False False 122
10 1.0160 0.9600 0.0560 5.7% 0.0053 0.5% 34% False False 74
20 1.0195 0.9600 0.0595 6.1% 0.0033 0.3% 32% False False 55
40 1.0354 0.9600 0.0754 7.7% 0.0023 0.2% 25% False False 37
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 0.0009
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0062
1.618 0.9962
1.000 0.9900
0.618 0.9862
HIGH 0.9800
0.618 0.9762
0.500 0.9750
0.382 0.9738
LOW 0.9700
0.618 0.9638
1.000 0.9600
1.618 0.9538
2.618 0.9438
4.250 0.9275
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 0.9778 0.9761
PP 0.9764 0.9731
S1 0.9750 0.9700

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

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