CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 0.9790 0.9995 0.0205 2.1% 0.9830
High 0.9895 1.0058 0.0163 1.6% 0.9880
Low 0.9790 0.9985 0.0195 2.0% 0.9723
Close 0.9891 1.0046 0.0155 1.6% 0.9862
Range 0.0105 0.0073 -0.0032 -30.5% 0.0157
ATR 0.0085 0.0091 0.0006 6.9% 0.0000
Volume 3 31 28 933.3% 198
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0249 1.0220 1.0086
R3 1.0176 1.0147 1.0066
R2 1.0103 1.0103 1.0059
R1 1.0074 1.0074 1.0053 1.0089
PP 1.0030 1.0030 1.0030 1.0037
S1 1.0001 1.0001 1.0039 1.0016
S2 0.9957 0.9957 1.0033
S3 0.9884 0.9928 1.0026
S4 0.9811 0.9855 1.0006
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0293 1.0234 0.9948
R3 1.0136 1.0077 0.9905
R2 0.9979 0.9979 0.9891
R1 0.9920 0.9920 0.9876 0.9950
PP 0.9822 0.9822 0.9822 0.9836
S1 0.9763 0.9763 0.9848 0.9793
S2 0.9665 0.9665 0.9833
S3 0.9508 0.9606 0.9819
S4 0.9351 0.9449 0.9776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9790 0.0268 2.7% 0.0055 0.5% 96% True False 51
10 1.0058 0.9723 0.0335 3.3% 0.0060 0.6% 96% True False 48
20 1.0058 0.9360 0.0698 6.9% 0.0051 0.5% 98% True False 61
40 1.0195 0.9360 0.0835 8.3% 0.0046 0.5% 82% False False 60
60 1.0226 0.9360 0.0866 8.6% 0.0035 0.3% 79% False False 46
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 1.0368
2.618 1.0249
1.618 1.0176
1.000 1.0131
0.618 1.0103
HIGH 1.0058
0.618 1.0030
0.500 1.0022
0.382 1.0013
LOW 0.9985
0.618 0.9940
1.000 0.9912
1.618 0.9867
2.618 0.9794
4.250 0.9675
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 1.0038 1.0005
PP 1.0030 0.9965
S1 1.0022 0.9924

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

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