CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 0.9791 0.9822 0.0031 0.3% 0.9952
High 0.9832 0.9880 0.0048 0.5% 1.0010
Low 0.9775 0.9822 0.0047 0.5% 0.9766
Close 0.9832 0.9865 0.0033 0.3% 0.9791
Range 0.0057 0.0058 0.0001 1.8% 0.0244
ATR 0.0091 0.0089 -0.0002 -2.6% 0.0000
Volume 37 21 -16 -43.2% 95
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0030 1.0005 0.9897
R3 0.9972 0.9947 0.9881
R2 0.9914 0.9914 0.9876
R1 0.9889 0.9889 0.9870 0.9902
PP 0.9856 0.9856 0.9856 0.9862
S1 0.9831 0.9831 0.9860 0.9844
S2 0.9798 0.9798 0.9854
S3 0.9740 0.9773 0.9849
S4 0.9682 0.9715 0.9833
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0588 1.0433 0.9925
R3 1.0344 1.0189 0.9858
R2 1.0100 1.0100 0.9836
R1 0.9945 0.9945 0.9813 0.9901
PP 0.9856 0.9856 0.9856 0.9833
S1 0.9701 0.9701 0.9769 0.9657
S2 0.9612 0.9612 0.9746
S3 0.9368 0.9457 0.9724
S4 0.9124 0.9213 0.9657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9880 0.9766 0.0114 1.2% 0.0050 0.5% 87% True False 23
10 1.0058 0.9766 0.0292 3.0% 0.0067 0.7% 34% False False 22
20 1.0058 0.9708 0.0350 3.5% 0.0060 0.6% 45% False False 47
40 1.0160 0.9360 0.0800 8.1% 0.0055 0.6% 63% False False 56
60 1.0195 0.9360 0.0835 8.5% 0.0040 0.4% 60% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0127
2.618 1.0032
1.618 0.9974
1.000 0.9938
0.618 0.9916
HIGH 0.9880
0.618 0.9858
0.500 0.9851
0.382 0.9844
LOW 0.9822
0.618 0.9786
1.000 0.9764
1.618 0.9728
2.618 0.9670
4.250 0.9576
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 0.9860 0.9851
PP 0.9856 0.9837
S1 0.9851 0.9823

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

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