CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.0065 1.0030 -0.0035 -0.3% 1.0060
High 1.0080 1.0031 -0.0049 -0.5% 1.0080
Low 1.0056 1.0015 -0.0041 -0.4% 0.9930
Close 1.0056 1.0023 -0.0033 -0.3% 1.0056
Range 0.0024 0.0016 -0.0008 -33.3% 0.0150
ATR 0.0050 0.0049 -0.0001 -1.2% 0.0000
Volume 122 81 -41 -33.6% 496
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0071 1.0063 1.0032
R3 1.0055 1.0047 1.0027
R2 1.0039 1.0039 1.0026
R1 1.0031 1.0031 1.0024 1.0027
PP 1.0023 1.0023 1.0023 1.0021
S1 1.0015 1.0015 1.0022 1.0011
S2 1.0007 1.0007 1.0020
S3 0.9991 0.9999 1.0019
S4 0.9975 0.9983 1.0014
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% 0.0049 0.5% 62% False False 112
10 1.0110 0.9930 0.0180 1.8% 0.0044 0.4% 52% False False 90
20 1.0110 0.9910 0.0200 2.0% 0.0036 0.4% 57% False False 74
40 1.0110 0.9710 0.0400 4.0% 0.0031 0.3% 78% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0002
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0099
2.618 1.0073
1.618 1.0057
1.000 1.0047
0.618 1.0041
HIGH 1.0031
0.618 1.0025
0.500 1.0023
0.382 1.0021
LOW 1.0015
0.618 1.0005
1.000 0.9999
1.618 0.9989
2.618 0.9973
4.250 0.9947
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.0023 1.0033
PP 1.0023 1.0029
S1 1.0023 1.0026

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

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