CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.0075 1.0015 -0.0060 -0.6% 1.0060
High 1.0075 1.0053 -0.0022 -0.2% 1.0080
Low 1.0020 1.0015 -0.0005 0.0% 0.9930
Close 1.0027 1.0047 0.0020 0.2% 1.0056
Range 0.0055 0.0038 -0.0017 -30.9% 0.0150
ATR 0.0049 0.0049 -0.0001 -1.6% 0.0000
Volume 124 343 219 176.6% 496
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0152 1.0138 1.0068
R3 1.0114 1.0100 1.0057
R2 1.0076 1.0076 1.0054
R1 1.0062 1.0062 1.0050 1.0069
PP 1.0038 1.0038 1.0038 1.0042
S1 1.0024 1.0024 1.0044 1.0031
S2 1.0000 1.0000 1.0040
S3 0.9962 0.9986 1.0037
S4 0.9924 0.9948 1.0026
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 1.0015 0.0065 0.6% 0.0033 0.3% 49% False True 138
10 1.0081 0.9930 0.0151 1.5% 0.0045 0.4% 77% False False 112
20 1.0110 0.9910 0.0200 2.0% 0.0038 0.4% 69% False False 94
40 1.0110 0.9810 0.0300 3.0% 0.0032 0.3% 79% False False 60
60 1.0110 0.9599 0.0511 5.1% 0.0029 0.3% 88% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 1.0152
1.618 1.0114
1.000 1.0091
0.618 1.0076
HIGH 1.0053
0.618 1.0038
0.500 1.0034
0.382 1.0030
LOW 1.0015
0.618 0.9992
1.000 0.9977
1.618 0.9954
2.618 0.9916
4.250 0.9854
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.0043 1.0046
PP 1.0038 1.0046
S1 1.0034 1.0045

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

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