CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 0.9450 0.9520 0.0070 0.7% 0.9653
High 0.9450 0.9581 0.0131 1.4% 0.9800
Low 0.9360 0.9520 0.0160 1.7% 0.9510
Close 0.9365 0.9562 0.0197 2.1% 0.9544
Range 0.0090 0.0061 -0.0029 -32.2% 0.0290
ATR 0.0086 0.0096 0.0009 10.7% 0.0000
Volume 27 50 23 85.2% 242
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9737 0.9711 0.9596
R3 0.9676 0.9650 0.9579
R2 0.9615 0.9615 0.9573
R1 0.9589 0.9589 0.9568 0.9602
PP 0.9554 0.9554 0.9554 0.9561
S1 0.9528 0.9528 0.9556 0.9541
S2 0.9493 0.9493 0.9551
S3 0.9432 0.9467 0.9545
S4 0.9371 0.9406 0.9528
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0488 1.0306 0.9704
R3 1.0198 1.0016 0.9624
R2 0.9908 0.9908 0.9597
R1 0.9726 0.9726 0.9571 0.9672
PP 0.9618 0.9618 0.9618 0.9591
S1 0.9436 0.9436 0.9517 0.9382
S2 0.9328 0.9328 0.9491
S3 0.9038 0.9146 0.9464
S4 0.8748 0.8856 0.9385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9673 0.9360 0.0313 3.3% 0.0050 0.5% 65% False False 45
10 0.9800 0.9360 0.0440 4.6% 0.0075 0.8% 46% False False 89
20 1.0160 0.9360 0.0800 8.4% 0.0048 0.5% 25% False False 68
40 1.0195 0.9360 0.0835 8.7% 0.0027 0.3% 24% False False 41
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9840
2.618 0.9741
1.618 0.9680
1.000 0.9642
0.618 0.9619
HIGH 0.9581
0.618 0.9558
0.500 0.9551
0.382 0.9543
LOW 0.9520
0.618 0.9482
1.000 0.9459
1.618 0.9421
2.618 0.9360
4.250 0.9261
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 0.9558 0.9532
PP 0.9554 0.9501
S1 0.9551 0.9471

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

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