CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 0.9818 0.9800 -0.0018 -0.2% 0.9686
High 0.9818 0.9833 0.0015 0.2% 0.9796
Low 0.9791 0.9800 0.0009 0.1% 0.9686
Close 0.9791 0.9825 0.0034 0.3% 0.9718
Range 0.0027 0.0033 0.0006 22.2% 0.0110
ATR 0.0049 0.0049 -0.0001 -1.0% 0.0000
Volume 12 4 -8 -66.7% 126
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9918 0.9905 0.9843
R3 0.9885 0.9872 0.9834
R2 0.9852 0.9852 0.9831
R1 0.9839 0.9839 0.9828 0.9846
PP 0.9819 0.9819 0.9819 0.9823
S1 0.9806 0.9806 0.9822 0.9813
S2 0.9786 0.9786 0.9819
S3 0.9753 0.9773 0.9816
S4 0.9720 0.9740 0.9807
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0001 0.9779
R3 0.9953 0.9891 0.9748
R2 0.9843 0.9843 0.9738
R1 0.9781 0.9781 0.9728 0.9812
PP 0.9733 0.9733 0.9733 0.9749
S1 0.9671 0.9671 0.9708 0.9702
S2 0.9623 0.9623 0.9698
S3 0.9513 0.9561 0.9688
S4 0.9403 0.9451 0.9658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9833 0.9710 0.0123 1.3% 0.0019 0.2% 93% True False 17
10 0.9833 0.9686 0.0147 1.5% 0.0024 0.2% 95% True False 21
20 0.9866 0.9599 0.0267 2.7% 0.0023 0.2% 85% False False 25
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9919
1.618 0.9886
1.000 0.9866
0.618 0.9853
HIGH 0.9833
0.618 0.9820
0.500 0.9817
0.382 0.9813
LOW 0.9800
0.618 0.9780
1.000 0.9767
1.618 0.9747
2.618 0.9714
4.250 0.9660
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 0.9822 0.9807
PP 0.9819 0.9789
S1 0.9817 0.9772

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

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