CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 0.9854 0.9820 -0.0034 -0.3% 0.9780
High 0.9866 0.9832 -0.0034 -0.3% 0.9820
Low 0.9852 0.9820 -0.0032 -0.3% 0.9725
Close 0.9852 0.9823 -0.0029 -0.3% 0.9792
Range 0.0014 0.0012 -0.0002 -14.3% 0.0095
ATR
Volume 24 11 -13 -54.2% 20
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9861 0.9854 0.9830
R3 0.9849 0.9842 0.9826
R2 0.9837 0.9837 0.9825
R1 0.9830 0.9830 0.9824 0.9834
PP 0.9825 0.9825 0.9825 0.9827
S1 0.9818 0.9818 0.9822 0.9822
S2 0.9813 0.9813 0.9821
S3 0.9801 0.9806 0.9820
S4 0.9789 0.9794 0.9816
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0064 1.0023 0.9844
R3 0.9969 0.9928 0.9818
R2 0.9874 0.9874 0.9809
R1 0.9833 0.9833 0.9801 0.9854
PP 0.9779 0.9779 0.9779 0.9789
S1 0.9738 0.9738 0.9783 0.9759
S2 0.9684 0.9684 0.9775
S3 0.9589 0.9643 0.9766
S4 0.9494 0.9548 0.9740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9725 0.0141 1.4% 0.0030 0.3% 70% False False 10
10 0.9866 0.9657 0.0209 2.1% 0.0022 0.2% 79% False False 22
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9883
2.618 0.9863
1.618 0.9851
1.000 0.9844
0.618 0.9839
HIGH 0.9832
0.618 0.9827
0.500 0.9826
0.382 0.9825
LOW 0.9820
0.618 0.9813
1.000 0.9808
1.618 0.9801
2.618 0.9789
4.250 0.9769
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 0.9826 0.9823
PP 0.9825 0.9823
S1 0.9824 0.9823

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

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