CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 0.9830 0.9800 -0.0030 -0.3% 0.9710
High 0.9830 0.9816 -0.0014 -0.1% 0.9822
Low 0.9740 0.9786 0.0046 0.5% 0.9667
Close 0.9763 0.9789 0.0026 0.3% 0.9846
Range 0.0090 0.0030 -0.0060 -66.7% 0.0155
ATR 0.0090 0.0087 -0.0003 -2.9% 0.0000
Volume 6 80 74 1,233.3% 366
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9887 0.9868 0.9806
R3 0.9857 0.9838 0.9797
R2 0.9827 0.9827 0.9795
R1 0.9808 0.9808 0.9792 0.9803
PP 0.9797 0.9797 0.9797 0.9794
S1 0.9778 0.9778 0.9786 0.9773
S2 0.9767 0.9767 0.9784
S3 0.9737 0.9748 0.9781
S4 0.9707 0.9718 0.9773
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 0.9708 0.0122 1.2% 0.0048 0.5% 66% False False 86
10 0.9830 0.9520 0.0310 3.2% 0.0041 0.4% 87% False False 74
20 1.0030 0.9360 0.0670 6.8% 0.0062 0.6% 64% False False 80
40 1.0195 0.9360 0.0835 8.5% 0.0035 0.4% 51% False False 55
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9944
2.618 0.9895
1.618 0.9865
1.000 0.9846
0.618 0.9835
HIGH 0.9816
0.618 0.9805
0.500 0.9801
0.382 0.9797
LOW 0.9786
0.618 0.9767
1.000 0.9756
1.618 0.9737
2.618 0.9707
4.250 0.9659
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 0.9801 0.9788
PP 0.9797 0.9786
S1 0.9793 0.9785

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

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