CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 0.9830 0.9790 -0.0040 -0.4% 0.9952
High 0.9830 0.9790 -0.0040 -0.4% 1.0010
Low 0.9755 0.9751 -0.0004 0.0% 0.9766
Close 0.9742 0.9776 0.0034 0.3% 0.9791
Range 0.0075 0.0039 -0.0036 -48.0% 0.0244
ATR 0.0090 0.0087 -0.0003 -3.3% 0.0000
Volume 25 22 -3 -12.0% 95
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9889 0.9872 0.9797
R3 0.9850 0.9833 0.9787
R2 0.9811 0.9811 0.9783
R1 0.9794 0.9794 0.9780 0.9783
PP 0.9772 0.9772 0.9772 0.9767
S1 0.9755 0.9755 0.9772 0.9744
S2 0.9733 0.9733 0.9769
S3 0.9694 0.9716 0.9765
S4 0.9655 0.9677 0.9755
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 0.9751 0.0129 1.3% 0.0053 0.5% 19% False True 25
10 1.0019 0.9751 0.0268 2.7% 0.0061 0.6% 9% False True 23
20 1.0058 0.9723 0.0335 3.4% 0.0060 0.6% 16% False False 35
40 1.0160 0.9360 0.0800 8.2% 0.0058 0.6% 52% False False 55
60 1.0195 0.9360 0.0835 8.5% 0.0042 0.4% 50% False False 47
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9956
2.618 0.9892
1.618 0.9853
1.000 0.9829
0.618 0.9814
HIGH 0.9790
0.618 0.9775
0.500 0.9771
0.382 0.9766
LOW 0.9751
0.618 0.9727
1.000 0.9712
1.618 0.9688
2.618 0.9649
4.250 0.9585
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 0.9774 0.9816
PP 0.9772 0.9802
S1 0.9771 0.9789

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

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