CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 0.9955 0.9995 0.0040 0.4% 0.9943
High 0.9995 0.9995 0.0000 0.0% 0.9995
Low 0.9955 0.9985 0.0030 0.3% 0.9935
Close 0.9993 0.9994 0.0001 0.0% 0.9994
Range 0.0040 0.0010 -0.0030 -75.0% 0.0060
ATR 0.0044 0.0041 -0.0002 -5.5% 0.0000
Volume 7 27 20 285.7% 135
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0021 1.0018 1.0000
R3 1.0011 1.0008 0.9997
R2 1.0001 1.0001 0.9996
R1 0.9998 0.9998 0.9995 0.9995
PP 0.9991 0.9991 0.9991 0.9990
S1 0.9988 0.9988 0.9993 0.9985
S2 0.9981 0.9981 0.9992
S3 0.9971 0.9978 0.9991
S4 0.9961 0.9968 0.9989
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0155 1.0134 1.0027
R3 1.0095 1.0074 1.0011
R2 1.0035 1.0035 1.0005
R1 1.0014 1.0014 1.0000 1.0025
PP 0.9975 0.9975 0.9975 0.9980
S1 0.9954 0.9954 0.9989 0.9965
S2 0.9915 0.9915 0.9983
S3 0.9855 0.9894 0.9978
S4 0.9795 0.9834 0.9961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9995 0.9935 0.0060 0.6% 0.0025 0.3% 98% True False 27
10 1.0020 0.9927 0.0093 0.9% 0.0024 0.2% 72% False False 41
20 1.0020 0.9825 0.0195 2.0% 0.0027 0.3% 87% False False 25
40 1.0020 0.9686 0.0334 3.3% 0.0025 0.2% 92% False False 21
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0038
2.618 1.0021
1.618 1.0011
1.000 1.0005
0.618 1.0001
HIGH 0.9995
0.618 0.9991
0.500 0.9990
0.382 0.9989
LOW 0.9985
0.618 0.9979
1.000 0.9975
1.618 0.9969
2.618 0.9959
4.250 0.9943
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 0.9993 0.9988
PP 0.9991 0.9981
S1 0.9990 0.9975

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

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