CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 0.9970 0.9957 -0.0013 -0.1% 0.9943
High 0.9970 0.9990 0.0020 0.2% 0.9995
Low 0.9940 0.9957 0.0017 0.2% 0.9935
Close 0.9960 0.9965 0.0005 0.1% 0.9994
Range 0.0030 0.0033 0.0003 10.0% 0.0060
ATR 0.0039 0.0039 0.0000 -1.2% 0.0000
Volume 2 21 19 950.0% 135
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0070 1.0050 0.9983
R3 1.0037 1.0017 0.9974
R2 1.0004 1.0004 0.9971
R1 0.9984 0.9984 0.9968 0.9994
PP 0.9971 0.9971 0.9971 0.9976
S1 0.9951 0.9951 0.9962 0.9961
S2 0.9938 0.9938 0.9959
S3 0.9905 0.9918 0.9956
S4 0.9872 0.9885 0.9947
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 0.9940 0.0055 0.6% 0.0024 0.2% 45% False False 12
10 1.0010 0.9927 0.0083 0.8% 0.0024 0.2% 46% False False 23
20 1.0020 0.9890 0.0130 1.3% 0.0025 0.2% 58% False False 25
40 1.0020 0.9686 0.0334 3.4% 0.0026 0.3% 84% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 1.0076
1.618 1.0043
1.000 1.0023
0.618 1.0010
HIGH 0.9990
0.618 0.9977
0.500 0.9974
0.382 0.9970
LOW 0.9957
0.618 0.9937
1.000 0.9924
1.618 0.9904
2.618 0.9871
4.250 0.9817
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 0.9974 0.9968
PP 0.9971 0.9967
S1 0.9968 0.9966

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

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