CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 0.9958 0.9930 -0.0028 -0.3% 0.9995
High 0.9958 0.9977 0.0019 0.2% 0.9995
Low 0.9953 0.9910 -0.0043 -0.4% 0.9940
Close 0.9953 0.9969 0.0016 0.2% 0.9953
Range 0.0005 0.0067 0.0062 1,240.0% 0.0055
ATR 0.0037 0.0039 0.0002 5.8% 0.0000
Volume 422 8 -414 -98.1% 450
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0153 1.0128 1.0006
R3 1.0086 1.0061 0.9987
R2 1.0019 1.0019 0.9981
R1 0.9994 0.9994 0.9975 1.0007
PP 0.9952 0.9952 0.9952 0.9958
S1 0.9927 0.9927 0.9963 0.9940
S2 0.9885 0.9885 0.9957
S3 0.9818 0.9860 0.9951
S4 0.9751 0.9793 0.9932
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 0.9910 0.0085 0.9% 0.0028 0.3% 69% False True 91
10 0.9995 0.9910 0.0085 0.9% 0.0027 0.3% 69% False True 59
20 1.0020 0.9890 0.0130 1.3% 0.0028 0.3% 61% False False 45
40 1.0020 0.9686 0.0334 3.4% 0.0025 0.3% 85% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0262
2.618 1.0152
1.618 1.0085
1.000 1.0044
0.618 1.0018
HIGH 0.9977
0.618 0.9951
0.500 0.9944
0.382 0.9936
LOW 0.9910
0.618 0.9869
1.000 0.9843
1.618 0.9802
2.618 0.9735
4.250 0.9625
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 0.9961 0.9963
PP 0.9952 0.9956
S1 0.9944 0.9950

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

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