CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 0.9752 0.9673 -0.0079 -0.8% 1.0043
High 0.9752 0.9673 -0.0079 -0.8% 1.0043
Low 0.9630 0.9627 -0.0003 0.0% 0.9628
Close 0.9682 0.9592 -0.0090 -0.9% 0.9656
Range 0.0122 0.0046 -0.0076 -62.3% 0.0415
ATR 0.0087 0.0084 -0.0002 -2.6% 0.0000
Volume 76 17 -59 -77.6% 535
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9769 0.9726 0.9617
R3 0.9723 0.9680 0.9605
R2 0.9677 0.9677 0.9600
R1 0.9634 0.9634 0.9596 0.9633
PP 0.9631 0.9631 0.9631 0.9630
S1 0.9588 0.9588 0.9588 0.9587
S2 0.9585 0.9585 0.9584
S3 0.9539 0.9542 0.9579
S4 0.9493 0.9496 0.9567
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 0.9800 0.9600 0.0200 2.1% 0.0091 1.0% -4% False False 102
10 1.0160 0.9600 0.0560 5.8% 0.0068 0.7% -1% False False 76
20 1.0195 0.9600 0.0595 6.2% 0.0041 0.4% -1% False False 59
40 1.0226 0.9600 0.0626 6.5% 0.0027 0.3% -1% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9869
2.618 0.9793
1.618 0.9747
1.000 0.9719
0.618 0.9701
HIGH 0.9673
0.618 0.9655
0.500 0.9650
0.382 0.9645
LOW 0.9627
0.618 0.9599
1.000 0.9581
1.618 0.9553
2.618 0.9507
4.250 0.9432
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 0.9650 0.9714
PP 0.9631 0.9673
S1 0.9611 0.9633

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

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