CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 0.9951 0.9995 0.0044 0.4% 0.9974
High 0.9955 0.9995 0.0040 0.4% 1.0020
Low 0.9935 0.9958 0.0023 0.2% 0.9927
Close 0.9935 0.9958 0.0023 0.2% 0.9927
Range 0.0020 0.0037 0.0017 85.0% 0.0093
ATR 0.0043 0.0044 0.0001 2.9% 0.0000
Volume 20 31 11 55.0% 281
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0081 1.0057 0.9978
R3 1.0044 1.0020 0.9968
R2 1.0007 1.0007 0.9965
R1 0.9983 0.9983 0.9961 0.9977
PP 0.9970 0.9970 0.9970 0.9967
S1 0.9946 0.9946 0.9955 0.9940
S2 0.9933 0.9933 0.9951
S3 0.9896 0.9909 0.9948
S4 0.9859 0.9872 0.9938
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 1.0010 0.9927 0.0083 0.8% 0.0025 0.3% 37% False False 34
10 1.0020 0.9917 0.0103 1.0% 0.0031 0.3% 40% False False 41
20 1.0020 0.9810 0.0210 2.1% 0.0027 0.3% 70% False False 26
40 1.0020 0.9599 0.0421 4.2% 0.0025 0.2% 85% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0152
2.618 1.0092
1.618 1.0055
1.000 1.0032
0.618 1.0018
HIGH 0.9995
0.618 0.9981
0.500 0.9977
0.382 0.9972
LOW 0.9958
0.618 0.9935
1.000 0.9921
1.618 0.9898
2.618 0.9861
4.250 0.9801
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 0.9977 0.9965
PP 0.9970 0.9963
S1 0.9964 0.9960

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

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