CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 0.9980 1.0029 0.0049 0.5% 0.9995
High 1.0020 1.0089 0.0069 0.7% 0.9995
Low 0.9980 1.0029 0.0049 0.5% 0.9940
Close 0.9994 1.0069 0.0075 0.8% 0.9953
Range 0.0040 0.0060 0.0020 50.0% 0.0055
ATR 0.0040 0.0044 0.0004 9.8% 0.0000
Volume 62 145 83 133.9% 450
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0242 1.0216 1.0102
R3 1.0182 1.0156 1.0086
R2 1.0122 1.0122 1.0080
R1 1.0096 1.0096 1.0075 1.0109
PP 1.0062 1.0062 1.0062 1.0069
S1 1.0036 1.0036 1.0064 1.0049
S2 1.0002 1.0002 1.0058
S3 0.9942 0.9976 1.0053
S4 0.9882 0.9916 1.0036
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 1.0089 0.9910 0.0179 1.8% 0.0041 0.4% 89% True False 131
10 1.0089 0.9910 0.0179 1.8% 0.0033 0.3% 89% True False 73
20 1.0089 0.9910 0.0179 1.8% 0.0030 0.3% 89% True False 55
40 1.0089 0.9686 0.0403 4.0% 0.0027 0.3% 95% True False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0344
2.618 1.0246
1.618 1.0186
1.000 1.0149
0.618 1.0126
HIGH 1.0089
0.618 1.0066
0.500 1.0059
0.382 1.0052
LOW 1.0029
0.618 0.9992
1.000 0.9969
1.618 0.9932
2.618 0.9872
4.250 0.9774
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 1.0066 1.0046
PP 1.0062 1.0023
S1 1.0059 1.0000

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

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