CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 0.9783 0.9830 0.0047 0.5% 0.9710
High 0.9800 0.9830 0.0030 0.3% 0.9822
Low 0.9783 0.9740 -0.0043 -0.4% 0.9667
Close 0.9846 0.9763 -0.0083 -0.8% 0.9846
Range 0.0017 0.0090 0.0073 429.4% 0.0155
ATR 0.0089 0.0090 0.0001 1.4% 0.0000
Volume 65 6 -59 -90.8% 366
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0048 0.9995 0.9813
R3 0.9958 0.9905 0.9788
R2 0.9868 0.9868 0.9780
R1 0.9815 0.9815 0.9771 0.9797
PP 0.9778 0.9778 0.9778 0.9768
S1 0.9725 0.9725 0.9755 0.9707
S2 0.9688 0.9688 0.9747
S3 0.9598 0.9635 0.9738
S4 0.9508 0.9545 0.9714
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 0.9830 0.9667 0.0163 1.7% 0.0043 0.4% 59% True False 71
10 0.9830 0.9360 0.0470 4.8% 0.0047 0.5% 86% True False 68
20 1.0040 0.9360 0.0680 7.0% 0.0060 0.6% 59% False False 77
40 1.0195 0.9360 0.0835 8.6% 0.0034 0.3% 48% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0066
1.618 0.9976
1.000 0.9920
0.618 0.9886
HIGH 0.9830
0.618 0.9796
0.500 0.9785
0.382 0.9774
LOW 0.9740
0.618 0.9684
1.000 0.9650
1.618 0.9594
2.618 0.9504
4.250 0.9358
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 0.9785 0.9769
PP 0.9778 0.9767
S1 0.9770 0.9765

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

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