CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 0.9942 0.9967 0.0025 0.3% 0.9840
High 1.0007 1.0001 -0.0006 -0.1% 1.0007
Low 0.9939 0.9947 0.0008 0.1% 0.9833
Close 0.9974 0.9976 0.0002 0.0% 0.9976
Range 0.0068 0.0054 -0.0014 -20.6% 0.0174
ATR 0.0087 0.0085 -0.0002 -2.7% 0.0000
Volume 91,913 78,522 -13,391 -14.6% 406,088
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0137 1.0110 1.0006
R3 1.0083 1.0056 0.9991
R2 1.0029 1.0029 0.9986
R1 1.0002 1.0002 0.9981 1.0016
PP 0.9975 0.9975 0.9975 0.9981
S1 0.9948 0.9948 0.9971 0.9962
S2 0.9921 0.9921 0.9966
S3 0.9867 0.9894 0.9961
S4 0.9813 0.9840 0.9946
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0461 1.0392 1.0072
R3 1.0287 1.0218 1.0024
R2 1.0113 1.0113 1.0008
R1 1.0044 1.0044 0.9992 1.0079
PP 0.9939 0.9939 0.9939 0.9956
S1 0.9870 0.9870 0.9960 0.9905
S2 0.9765 0.9765 0.9944
S3 0.9591 0.9696 0.9928
S4 0.9417 0.9522 0.9880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0007 0.9833 0.0174 1.7% 0.0082 0.8% 82% False False 81,217
10 1.0007 0.9711 0.0296 3.0% 0.0084 0.8% 90% False False 76,691
20 1.0007 0.9675 0.0332 3.3% 0.0080 0.8% 91% False False 65,832
40 1.0007 0.9573 0.0434 4.4% 0.0089 0.9% 93% False False 46,011
60 1.0007 0.9485 0.0522 5.2% 0.0094 0.9% 94% False False 30,868
80 1.0075 0.9359 0.0716 7.2% 0.0100 1.0% 86% False False 23,242
100 1.0187 0.9359 0.0828 8.3% 0.0100 1.0% 75% False False 18,650
120 1.0245 0.9359 0.0886 8.9% 0.0095 1.0% 70% False False 15,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0231
2.618 1.0142
1.618 1.0088
1.000 1.0055
0.618 1.0034
HIGH 1.0001
0.618 0.9980
0.500 0.9974
0.382 0.9968
LOW 0.9947
0.618 0.9914
1.000 0.9893
1.618 0.9860
2.618 0.9806
4.250 0.9718
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 0.9975 0.9959
PP 0.9975 0.9942
S1 0.9974 0.9925

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

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