CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 0.9810 0.9889 0.0079 0.8% 0.9818
High 0.9812 0.9889 0.0077 0.8% 0.9871
Low 0.9810 0.9869 0.0059 0.6% 0.9791
Close 0.9812 0.9869 0.0057 0.6% 0.9812
Range 0.0002 0.0020 0.0018 900.0% 0.0080
ATR 0.0047 0.0049 0.0002 4.7% 0.0000
Volume 55 8 -47 -85.5% 74
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9936 0.9922 0.9880
R3 0.9916 0.9902 0.9875
R2 0.9896 0.9896 0.9873
R1 0.9882 0.9882 0.9871 0.9879
PP 0.9876 0.9876 0.9876 0.9874
S1 0.9862 0.9862 0.9867 0.9859
S2 0.9856 0.9856 0.9865
S3 0.9836 0.9842 0.9864
S4 0.9816 0.9822 0.9858
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0065 1.0018 0.9856
R3 0.9985 0.9938 0.9834
R2 0.9905 0.9905 0.9827
R1 0.9858 0.9858 0.9819 0.9842
PP 0.9825 0.9825 0.9825 0.9816
S1 0.9778 0.9778 0.9805 0.9762
S2 0.9745 0.9745 0.9797
S3 0.9665 0.9698 0.9790
S4 0.9585 0.9618 0.9768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9889 0.9791 0.0098 1.0% 0.0024 0.2% 80% True False 16
10 0.9889 0.9686 0.0203 2.1% 0.0022 0.2% 90% True False 20
20 0.9889 0.9686 0.0203 2.1% 0.0023 0.2% 90% True False 16
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9974
2.618 0.9941
1.618 0.9921
1.000 0.9909
0.618 0.9901
HIGH 0.9889
0.618 0.9881
0.500 0.9879
0.382 0.9877
LOW 0.9869
0.618 0.9857
1.000 0.9849
1.618 0.9837
2.618 0.9817
4.250 0.9784
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 0.9879 0.9863
PP 0.9876 0.9856
S1 0.9872 0.9850

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

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