CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 0.9787 0.9735 -0.0052 -0.5% 0.9854
High 0.9787 0.9735 -0.0052 -0.5% 0.9866
Low 0.9764 0.9692 -0.0072 -0.7% 0.9692
Close 0.9764 0.9692 -0.0072 -0.7% 0.9692
Range 0.0023 0.0043 0.0020 87.0% 0.0174
ATR 0.0044 0.0046 0.0002 4.4% 0.0000
Volume 22 42 20 90.9% 99
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9835 0.9807 0.9716
R3 0.9792 0.9764 0.9704
R2 0.9749 0.9749 0.9700
R1 0.9721 0.9721 0.9696 0.9714
PP 0.9706 0.9706 0.9706 0.9703
S1 0.9678 0.9678 0.9688 0.9671
S2 0.9663 0.9663 0.9684
S3 0.9620 0.9635 0.9680
S4 0.9577 0.9592 0.9668
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0272 1.0156 0.9788
R3 1.0098 0.9982 0.9740
R2 0.9924 0.9924 0.9724
R1 0.9808 0.9808 0.9708 0.9779
PP 0.9750 0.9750 0.9750 0.9736
S1 0.9634 0.9634 0.9676 0.9605
S2 0.9576 0.9576 0.9660
S3 0.9402 0.9460 0.9644
S4 0.9228 0.9286 0.9596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9692 0.0174 1.8% 0.0022 0.2% 0% False True 20
10 0.9866 0.9692 0.0174 1.8% 0.0024 0.3% 0% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9848
1.618 0.9805
1.000 0.9778
0.618 0.9762
HIGH 0.9735
0.618 0.9719
0.500 0.9714
0.382 0.9708
LOW 0.9692
0.618 0.9665
1.000 0.9649
1.618 0.9622
2.618 0.9579
4.250 0.9509
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 0.9714 0.9762
PP 0.9706 0.9739
S1 0.9699 0.9715

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

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