CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 0.9934 0.9920 -0.0014 -0.1% 0.9889
High 0.9934 0.9936 0.0002 0.0% 0.9936
Low 0.9934 0.9920 -0.0014 -0.1% 0.9825
Close 0.9934 0.9936 0.0002 0.0% 0.9936
Range 0.0000 0.0016 0.0016 0.0111
ATR 0.0048 0.0046 -0.0002 -4.8% 0.0000
Volume 16 5 -11 -68.8% 50
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9979 0.9973 0.9945
R3 0.9963 0.9957 0.9940
R2 0.9947 0.9947 0.9939
R1 0.9941 0.9941 0.9937 0.9944
PP 0.9931 0.9931 0.9931 0.9932
S1 0.9925 0.9925 0.9935 0.9928
S2 0.9915 0.9915 0.9933
S3 0.9899 0.9909 0.9932
S4 0.9883 0.9893 0.9927
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0232 1.0195 0.9997
R3 1.0121 1.0084 0.9967
R2 1.0010 1.0010 0.9956
R1 0.9973 0.9973 0.9946 0.9992
PP 0.9899 0.9899 0.9899 0.9908
S1 0.9862 0.9862 0.9926 0.9881
S2 0.9788 0.9788 0.9916
S3 0.9677 0.9751 0.9905
S4 0.9566 0.9640 0.9875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9936 0.9825 0.0111 1.1% 0.0025 0.3% 100% True False 10
10 0.9936 0.9710 0.0226 2.3% 0.0024 0.2% 100% True False 14
20 0.9936 0.9686 0.0250 2.5% 0.0022 0.2% 100% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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 1.0004
2.618 0.9978
1.618 0.9962
1.000 0.9952
0.618 0.9946
HIGH 0.9936
0.618 0.9930
0.500 0.9928
0.382 0.9926
LOW 0.9920
0.618 0.9910
1.000 0.9904
1.618 0.9894
2.618 0.9878
4.250 0.9852
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 0.9933 0.9918
PP 0.9931 0.9899
S1 0.9928 0.9881

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

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