CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 0.9889 0.9840 -0.0049 -0.5% 0.9818
High 0.9889 0.9856 -0.0033 -0.3% 0.9871
Low 0.9869 0.9840 -0.0029 -0.3% 0.9791
Close 0.9869 0.9851 -0.0018 -0.2% 0.9812
Range 0.0020 0.0016 -0.0004 -20.0% 0.0080
ATR 0.0049 0.0047 -0.0001 -2.9% 0.0000
Volume 8 8 0 0.0% 74
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9897 0.9890 0.9860
R3 0.9881 0.9874 0.9855
R2 0.9865 0.9865 0.9854
R1 0.9858 0.9858 0.9852 0.9862
PP 0.9849 0.9849 0.9849 0.9851
S1 0.9842 0.9842 0.9850 0.9846
S2 0.9833 0.9833 0.9848
S3 0.9817 0.9826 0.9847
S4 0.9801 0.9810 0.9842
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 0.9800 0.0089 0.9% 0.0022 0.2% 57% False False 15
10 0.9889 0.9710 0.0179 1.8% 0.0021 0.2% 79% False False 18
20 0.9889 0.9686 0.0203 2.1% 0.0023 0.2% 81% False False 17
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9924
2.618 0.9898
1.618 0.9882
1.000 0.9872
0.618 0.9866
HIGH 0.9856
0.618 0.9850
0.500 0.9848
0.382 0.9846
LOW 0.9840
0.618 0.9830
1.000 0.9824
1.618 0.9814
2.618 0.9798
4.250 0.9772
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 0.9850 0.9851
PP 0.9849 0.9850
S1 0.9848 0.9850

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

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