CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 0.9753 0.9832 0.0079 0.8% 0.9697
High 0.9875 0.9878 0.0003 0.0% 0.9847
Low 0.9738 0.9811 0.0073 0.7% 0.9675
Close 0.9830 0.9864 0.0034 0.3% 0.9755
Range 0.0137 0.0067 -0.0070 -51.1% 0.0172
ATR 0.0093 0.0091 -0.0002 -2.0% 0.0000
Volume 88,527 64,984 -23,543 -26.6% 317,547
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0052 1.0025 0.9901
R3 0.9985 0.9958 0.9882
R2 0.9918 0.9918 0.9876
R1 0.9891 0.9891 0.9870 0.9905
PP 0.9851 0.9851 0.9851 0.9858
S1 0.9824 0.9824 0.9858 0.9838
S2 0.9784 0.9784 0.9852
S3 0.9717 0.9757 0.9846
S4 0.9650 0.9690 0.9827
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0275 1.0187 0.9850
R3 1.0103 1.0015 0.9802
R2 0.9931 0.9931 0.9787
R1 0.9843 0.9843 0.9771 0.9887
PP 0.9759 0.9759 0.9759 0.9781
S1 0.9671 0.9671 0.9739 0.9715
S2 0.9587 0.9587 0.9723
S3 0.9415 0.9499 0.9708
S4 0.9243 0.9327 0.9660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9878 0.9711 0.0167 1.7% 0.0092 0.9% 92% True False 69,917
10 0.9878 0.9675 0.0203 2.1% 0.0090 0.9% 93% True False 66,637
20 0.9908 0.9582 0.0326 3.3% 0.0082 0.8% 87% False False 53,825
40 0.9923 0.9485 0.0438 4.4% 0.0091 0.9% 87% False False 32,770
60 1.0075 0.9485 0.0590 6.0% 0.0098 1.0% 64% False False 21,959
80 1.0075 0.9359 0.0716 7.3% 0.0103 1.0% 71% False False 16,564
100 1.0245 0.9359 0.0886 9.0% 0.0099 1.0% 57% False False 13,283
120 1.0486 0.9359 0.1127 11.4% 0.0094 1.0% 45% False False 11,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 1.0053
1.618 0.9986
1.000 0.9945
0.618 0.9919
HIGH 0.9878
0.618 0.9852
0.500 0.9845
0.382 0.9837
LOW 0.9811
0.618 0.9770
1.000 0.9744
1.618 0.9703
2.618 0.9636
4.250 0.9526
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 0.9858 0.9841
PP 0.9851 0.9818
S1 0.9845 0.9795

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

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