CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 1.0010 0.9963 -0.0047 -0.5% 0.9974
High 1.0010 0.9963 -0.0047 -0.5% 1.0020
Low 0.9998 0.9927 -0.0071 -0.7% 0.9927
Close 1.0001 0.9927 -0.0074 -0.7% 0.9927
Range 0.0012 0.0036 0.0024 200.0% 0.0093
ATR 0.0042 0.0045 0.0002 5.3% 0.0000
Volume 8 63 55 687.5% 281
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0047 1.0023 0.9947
R3 1.0011 0.9987 0.9937
R2 0.9975 0.9975 0.9934
R1 0.9951 0.9951 0.9930 0.9945
PP 0.9939 0.9939 0.9939 0.9936
S1 0.9915 0.9915 0.9924 0.9909
S2 0.9903 0.9903 0.9920
S3 0.9867 0.9879 0.9917
S4 0.9831 0.9843 0.9907
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0237 1.0175 0.9978
R3 1.0144 1.0082 0.9953
R2 1.0051 1.0051 0.9944
R1 0.9989 0.9989 0.9936 0.9974
PP 0.9958 0.9958 0.9958 0.9950
S1 0.9896 0.9896 0.9918 0.9881
S2 0.9865 0.9865 0.9910
S3 0.9772 0.9803 0.9901
S4 0.9679 0.9710 0.9876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0020 0.9927 0.0093 0.9% 0.0023 0.2% 0% False True 56
10 1.0020 0.9890 0.0130 1.3% 0.0029 0.3% 28% False False 32
20 1.0020 0.9710 0.0310 3.1% 0.0026 0.3% 70% False False 23
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0116
2.618 1.0057
1.618 1.0021
1.000 0.9999
0.618 0.9985
HIGH 0.9963
0.618 0.9949
0.500 0.9945
0.382 0.9941
LOW 0.9927
0.618 0.9905
1.000 0.9891
1.618 0.9869
2.618 0.9833
4.250 0.9774
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 0.9945 0.9974
PP 0.9939 0.9958
S1 0.9933 0.9943

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

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