CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 0.9936 0.9985 0.0049 0.5% 0.9930
High 0.9980 1.0060 0.0080 0.8% 1.0110
Low 0.9936 0.9985 0.0049 0.5% 0.9910
Close 0.9968 1.0059 0.0091 0.9% 1.0072
Range 0.0044 0.0075 0.0031 70.5% 0.0200
ATR 0.0048 0.0052 0.0003 6.4% 0.0000
Volume 192 46 -146 -76.0% 336
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0260 1.0234 1.0100
R3 1.0185 1.0159 1.0080
R2 1.0110 1.0110 1.0073
R1 1.0084 1.0084 1.0066 1.0097
PP 1.0035 1.0035 1.0035 1.0041
S1 1.0009 1.0009 1.0052 1.0022
S2 0.9960 0.9960 1.0045
S3 0.9885 0.9934 1.0038
S4 0.9810 0.9859 1.0018
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0631 1.0551 1.0182
R3 1.0431 1.0351 1.0127
R2 1.0231 1.0231 1.0109
R1 1.0151 1.0151 1.0090 1.0191
PP 1.0031 1.0031 1.0031 1.0051
S1 0.9951 0.9951 1.0054 0.9991
S2 0.9831 0.9831 1.0035
S3 0.9631 0.9751 1.0017
S4 0.9431 0.9551 0.9962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0081 0.9930 0.0151 1.5% 0.0057 0.6% 85% False False 87
10 1.0110 0.9910 0.0200 2.0% 0.0048 0.5% 75% False False 113
20 1.0110 0.9910 0.0200 2.0% 0.0036 0.4% 75% False False 68
40 1.0110 0.9710 0.0400 4.0% 0.0030 0.3% 87% False False 45
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0379
2.618 1.0256
1.618 1.0181
1.000 1.0135
0.618 1.0106
HIGH 1.0060
0.618 1.0031
0.500 1.0023
0.382 1.0014
LOW 0.9985
0.618 0.9939
1.000 0.9910
1.618 0.9864
2.618 0.9789
4.250 0.9666
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.0047 1.0038
PP 1.0035 1.0016
S1 1.0023 0.9995

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

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