CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 0.9787 0.9783 -0.0004 0.0% 0.9710
High 0.9787 0.9800 0.0013 0.1% 0.9822
Low 0.9708 0.9783 0.0075 0.8% 0.9667
Close 0.9779 0.9846 0.0067 0.7% 0.9846
Range 0.0079 0.0017 -0.0062 -78.5% 0.0155
ATR 0.0094 0.0089 -0.0005 -5.5% 0.0000
Volume 270 65 -205 -75.9% 366
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9861 0.9870 0.9855
R3 0.9844 0.9853 0.9851
R2 0.9827 0.9827 0.9849
R1 0.9836 0.9836 0.9848 0.9832
PP 0.9810 0.9810 0.9810 0.9807
S1 0.9819 0.9819 0.9844 0.9815
S2 0.9793 0.9793 0.9843
S3 0.9776 0.9802 0.9841
S4 0.9759 0.9785 0.9837
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0243 1.0200 0.9931
R3 1.0088 1.0045 0.9889
R2 0.9933 0.9933 0.9874
R1 0.9890 0.9890 0.9860 0.9912
PP 0.9778 0.9778 0.9778 0.9789
S1 0.9735 0.9735 0.9832 0.9757
S2 0.9623 0.9623 0.9818
S3 0.9468 0.9580 0.9803
S4 0.9313 0.9425 0.9761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9822 0.9667 0.0155 1.6% 0.0025 0.3% 115% False False 73
10 0.9822 0.9360 0.0462 4.7% 0.0044 0.4% 105% False False 78
20 1.0043 0.9360 0.0683 6.9% 0.0056 0.6% 71% False False 78
40 1.0195 0.9360 0.0835 8.5% 0.0032 0.3% 58% False False 53
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9872
2.618 0.9845
1.618 0.9828
1.000 0.9817
0.618 0.9811
HIGH 0.9800
0.618 0.9794
0.500 0.9792
0.382 0.9789
LOW 0.9783
0.618 0.9772
1.000 0.9766
1.618 0.9755
2.618 0.9738
4.250 0.9711
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 0.9828 0.9819
PP 0.9810 0.9792
S1 0.9792 0.9765

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

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