CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 0.9920 0.9890 -0.0030 -0.3% 0.9889
High 0.9936 0.9920 -0.0016 -0.2% 0.9936
Low 0.9920 0.9890 -0.0030 -0.3% 0.9825
Close 0.9936 0.9920 -0.0016 -0.2% 0.9936
Range 0.0016 0.0030 0.0014 87.5% 0.0111
ATR 0.0046 0.0046 0.0000 0.0% 0.0000
Volume 5 3 -2 -40.0% 50
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0000 0.9990 0.9937
R3 0.9970 0.9960 0.9928
R2 0.9940 0.9940 0.9926
R1 0.9930 0.9930 0.9923 0.9935
PP 0.9910 0.9910 0.9910 0.9913
S1 0.9900 0.9900 0.9917 0.9905
S2 0.9880 0.9880 0.9915
S3 0.9850 0.9870 0.9912
S4 0.9820 0.9840 0.9904
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% 0.0027 0.3% 86% False False 9
10 0.9936 0.9791 0.0145 1.5% 0.0026 0.3% 89% False False 12
20 0.9936 0.9686 0.0250 2.5% 0.0023 0.2% 94% False False 17
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0048
2.618 0.9999
1.618 0.9969
1.000 0.9950
0.618 0.9939
HIGH 0.9920
0.618 0.9909
0.500 0.9905
0.382 0.9901
LOW 0.9890
0.618 0.9871
1.000 0.9860
1.618 0.9841
2.618 0.9811
4.250 0.9763
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 0.9915 0.9918
PP 0.9910 0.9915
S1 0.9905 0.9913

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

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