CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 0.9950 0.9961 0.0011 0.1% 0.9889
High 0.9950 0.9961 0.0011 0.1% 0.9936
Low 0.9923 0.9961 0.0038 0.4% 0.9825
Close 0.9923 0.9961 0.0038 0.4% 0.9936
Range 0.0027 0.0000 -0.0027 -100.0% 0.0111
ATR 0.0045 0.0044 0.0000 -1.1% 0.0000
Volume 5 1 -4 -80.0% 50
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 0.9961 0.9961 0.9961
R3 0.9961 0.9961 0.9961
R2 0.9961 0.9961 0.9961
R1 0.9961 0.9961 0.9961 0.9961
PP 0.9961 0.9961 0.9961 0.9961
S1 0.9961 0.9961 0.9961 0.9961
S2 0.9961 0.9961 0.9961
S3 0.9961 0.9961 0.9961
S4 0.9961 0.9961 0.9961
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 0.9961 0.9890 0.0071 0.7% 0.0015 0.1% 100% True False 6
10 0.9961 0.9810 0.0151 1.5% 0.0023 0.2% 100% True False 11
20 0.9961 0.9686 0.0275 2.8% 0.0023 0.2% 100% True False 16
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9961
2.618 0.9961
1.618 0.9961
1.000 0.9961
0.618 0.9961
HIGH 0.9961
0.618 0.9961
0.500 0.9961
0.382 0.9961
LOW 0.9961
0.618 0.9961
1.000 0.9961
1.618 0.9961
2.618 0.9961
4.250 0.9961
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 0.9961 0.9949
PP 0.9961 0.9937
S1 0.9961 0.9926

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

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