CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 0.9957 0.9958 0.0001 0.0% 0.9995
High 0.9990 0.9958 -0.0032 -0.3% 0.9995
Low 0.9957 0.9953 -0.0004 0.0% 0.9940
Close 0.9965 0.9953 -0.0012 -0.1% 0.9953
Range 0.0033 0.0005 -0.0028 -84.8% 0.0055
ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000
Volume 21 422 401 1,909.5% 450
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 0.9970 0.9966 0.9956
R3 0.9965 0.9961 0.9954
R2 0.9960 0.9960 0.9954
R1 0.9956 0.9956 0.9953 0.9956
PP 0.9955 0.9955 0.9955 0.9954
S1 0.9951 0.9951 0.9953 0.9951
S2 0.9950 0.9950 0.9952
S3 0.9945 0.9946 0.9952
S4 0.9940 0.9941 0.9950
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0128 1.0095 0.9983
R3 1.0073 1.0040 0.9968
R2 1.0018 1.0018 0.9963
R1 0.9985 0.9985 0.9958 0.9974
PP 0.9963 0.9963 0.9963 0.9957
S1 0.9930 0.9930 0.9948 0.9919
S2 0.9908 0.9908 0.9943
S3 0.9853 0.9875 0.9938
S4 0.9798 0.9820 0.9923
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% 0.0017 0.2% 24% False False 95
10 0.9995 0.9927 0.0068 0.7% 0.0024 0.2% 38% False False 64
20 1.0020 0.9890 0.0130 1.3% 0.0025 0.3% 48% False False 45
40 1.0020 0.9686 0.0334 3.4% 0.0026 0.3% 80% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9979
2.618 0.9971
1.618 0.9966
1.000 0.9963
0.618 0.9961
HIGH 0.9958
0.618 0.9956
0.500 0.9956
0.382 0.9955
LOW 0.9953
0.618 0.9950
1.000 0.9948
1.618 0.9945
2.618 0.9940
4.250 0.9932
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 0.9956 0.9965
PP 0.9955 0.9961
S1 0.9954 0.9957

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

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