CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 0.9890 0.9950 0.0060 0.6% 0.9889
High 0.9920 0.9950 0.0030 0.3% 0.9936
Low 0.9890 0.9923 0.0033 0.3% 0.9825
Close 0.9920 0.9923 0.0003 0.0% 0.9936
Range 0.0030 0.0027 -0.0003 -10.0% 0.0111
ATR 0.0046 0.0045 -0.0001 -2.5% 0.0000
Volume 3 5 2 66.7% 50
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0013 0.9995 0.9938
R3 0.9986 0.9968 0.9930
R2 0.9959 0.9959 0.9928
R1 0.9941 0.9941 0.9925 0.9937
PP 0.9932 0.9932 0.9932 0.9930
S1 0.9914 0.9914 0.9921 0.9910
S2 0.9905 0.9905 0.9918
S3 0.9878 0.9887 0.9916
S4 0.9851 0.9860 0.9908
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 0.9950 0.9825 0.0125 1.3% 0.0030 0.3% 78% True False 8
10 0.9950 0.9800 0.0150 1.5% 0.0026 0.3% 82% True False 12
20 0.9950 0.9686 0.0264 2.7% 0.0024 0.2% 90% True 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0065
2.618 1.0021
1.618 0.9994
1.000 0.9977
0.618 0.9967
HIGH 0.9950
0.618 0.9940
0.500 0.9937
0.382 0.9933
LOW 0.9923
0.618 0.9906
1.000 0.9896
1.618 0.9879
2.618 0.9852
4.250 0.9808
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 0.9937 0.9922
PP 0.9932 0.9921
S1 0.9928 0.9920

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

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