CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 0.9520 0.9553 0.0033 0.3% 0.9653
High 0.9581 0.9554 -0.0027 -0.3% 0.9800
Low 0.9520 0.9553 0.0033 0.3% 0.9510
Close 0.9562 0.9590 0.0028 0.3% 0.9544
Range 0.0061 0.0001 -0.0060 -98.4% 0.0290
ATR 0.0096 0.0089 -0.0006 -6.5% 0.0000
Volume 50 126 76 152.0% 242
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9569 0.9580 0.9591
R3 0.9568 0.9579 0.9590
R2 0.9567 0.9567 0.9590
R1 0.9578 0.9578 0.9590 0.9573
PP 0.9566 0.9566 0.9566 0.9563
S1 0.9577 0.9577 0.9590 0.9572
S2 0.9565 0.9565 0.9590
S3 0.9564 0.9576 0.9590
S4 0.9563 0.9575 0.9589
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 0.9581 0.9360 0.0221 2.3% 0.0041 0.4% 104% False False 67
10 0.9800 0.9360 0.0440 4.6% 0.0066 0.7% 52% False False 85
20 1.0160 0.9360 0.0800 8.3% 0.0048 0.5% 29% False False 72
40 1.0195 0.9360 0.0835 8.7% 0.0027 0.3% 28% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9558
2.618 0.9557
1.618 0.9556
1.000 0.9555
0.618 0.9555
HIGH 0.9554
0.618 0.9554
0.500 0.9554
0.382 0.9553
LOW 0.9553
0.618 0.9552
1.000 0.9552
1.618 0.9551
2.618 0.9550
4.250 0.9549
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 0.9578 0.9550
PP 0.9566 0.9510
S1 0.9554 0.9471

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

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