CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 1.0020 0.9966 -0.0054 -0.5% 1.0050
High 1.0020 0.9990 -0.0030 -0.3% 1.0095
Low 0.9955 0.9930 -0.0025 -0.3% 0.9930
Close 0.9956 0.9977 0.0021 0.2% 0.9977
Range 0.0065 0.0060 -0.0005 -7.7% 0.0165
ATR 0.0054 0.0055 0.0000 0.8% 0.0000
Volume 55 129 74 134.5% 481
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0146 1.0121 1.0010
R3 1.0086 1.0061 0.9994
R2 1.0026 1.0026 0.9988
R1 1.0001 1.0001 0.9983 1.0014
PP 0.9966 0.9966 0.9966 0.9972
S1 0.9941 0.9941 0.9972 0.9954
S2 0.9906 0.9906 0.9966
S3 0.9846 0.9881 0.9961
S4 0.9786 0.9821 0.9944
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0496 1.0401 1.0068
R3 1.0331 1.0236 1.0022
R2 1.0166 1.0166 1.0007
R1 1.0071 1.0071 0.9992 1.0036
PP 1.0001 1.0001 1.0001 0.9983
S1 0.9906 0.9906 0.9962 0.9871
S2 0.9836 0.9836 0.9947
S3 0.9671 0.9741 0.9932
S4 0.9506 0.9576 0.9886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0095 0.9930 0.0165 1.7% 0.0064 0.6% 28% False True 96
10 1.0095 0.9930 0.0165 1.7% 0.0049 0.5% 28% False True 111
20 1.0110 0.9910 0.0200 2.0% 0.0049 0.5% 34% False False 97
40 1.0110 0.9890 0.0220 2.2% 0.0037 0.4% 40% False False 71
60 1.0110 0.9686 0.0424 4.2% 0.0034 0.3% 69% False False 53
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 False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0245
2.618 1.0147
1.618 1.0087
1.000 1.0050
0.618 1.0027
HIGH 0.9990
0.618 0.9967
0.500 0.9960
0.382 0.9953
LOW 0.9930
0.618 0.9893
1.000 0.9870
1.618 0.9833
2.618 0.9773
4.250 0.9675
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 0.9971 1.0008
PP 0.9966 0.9997
S1 0.9960 0.9987

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

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