CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 0.9985 1.0065 0.0080 0.8% 1.0060
High 1.0060 1.0080 0.0020 0.2% 1.0080
Low 0.9985 1.0056 0.0071 0.7% 0.9930
Close 1.0059 1.0056 -0.0003 0.0% 1.0056
Range 0.0075 0.0024 -0.0051 -68.0% 0.0150
ATR 0.0052 0.0050 -0.0002 -3.8% 0.0000
Volume 46 122 76 165.2% 496
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0136 1.0120 1.0069
R3 1.0112 1.0096 1.0063
R2 1.0088 1.0088 1.0060
R1 1.0072 1.0072 1.0058 1.0068
PP 1.0064 1.0064 1.0064 1.0062
S1 1.0048 1.0048 1.0054 1.0044
S2 1.0040 1.0040 1.0052
S3 1.0016 1.0024 1.0049
S4 0.9992 1.0000 1.0043
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0472 1.0414 1.0139
R3 1.0322 1.0264 1.0097
R2 1.0172 1.0172 1.0084
R1 1.0114 1.0114 1.0070 1.0068
PP 1.0022 1.0022 1.0022 0.9999
S1 0.9964 0.9964 1.0042 0.9918
S2 0.9872 0.9872 1.0029
S3 0.9722 0.9814 1.0015
S4 0.9572 0.9664 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0080 0.9930 0.0150 1.5% 0.0057 0.6% 84% True False 99
10 1.0110 0.9910 0.0200 2.0% 0.0050 0.5% 73% False False 83
20 1.0110 0.9910 0.0200 2.0% 0.0037 0.4% 73% False False 74
40 1.0110 0.9710 0.0400 4.0% 0.0030 0.3% 87% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 True
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0182
2.618 1.0143
1.618 1.0119
1.000 1.0104
0.618 1.0095
HIGH 1.0080
0.618 1.0071
0.500 1.0068
0.382 1.0065
LOW 1.0056
0.618 1.0041
1.000 1.0032
1.618 1.0017
2.618 0.9993
4.250 0.9954
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.0068 1.0040
PP 1.0064 1.0024
S1 1.0060 1.0008

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

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