CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.0055 1.0025 -0.0030 -0.3% 0.9900
High 1.0067 1.0025 -0.0042 -0.4% 1.0086
Low 1.0043 0.9980 -0.0063 -0.6% 0.9900
Close 1.0051 0.9995 -0.0056 -0.6% 1.0051
Range 0.0024 0.0045 0.0021 87.5% 0.0186
ATR 0.0042 0.0044 0.0002 4.8% 0.0000
Volume 517 168 -349 -67.5% 2,283
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0135 1.0110 1.0020
R3 1.0090 1.0065 1.0007
R2 1.0045 1.0045 1.0003
R1 1.0020 1.0020 0.9999 1.0010
PP 1.0000 1.0000 1.0000 0.9995
S1 0.9975 0.9975 0.9991 0.9965
S2 0.9955 0.9955 0.9987
S3 0.9910 0.9930 0.9983
S4 0.9865 0.9885 0.9970
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0570 1.0497 1.0153
R3 1.0384 1.0311 1.0102
R2 1.0198 1.0198 1.0085
R1 1.0125 1.0125 1.0068 1.0162
PP 1.0012 1.0012 1.0012 1.0031
S1 0.9939 0.9939 1.0034 0.9976
S2 0.9826 0.9826 1.0017
S3 0.9640 0.9753 1.0000
S4 0.9454 0.9567 0.9949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0086 0.9960 0.0126 1.3% 0.0036 0.4% 28% False False 483
10 1.0086 0.9900 0.0186 1.9% 0.0035 0.4% 51% False False 269
20 1.0086 0.9900 0.0186 1.9% 0.0030 0.3% 51% False False 166
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0216
2.618 1.0143
1.618 1.0098
1.000 1.0070
0.618 1.0053
HIGH 1.0025
0.618 1.0008
0.500 1.0003
0.382 0.9997
LOW 0.9980
0.618 0.9952
1.000 0.9935
1.618 0.9907
2.618 0.9862
4.250 0.9789
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.0003 1.0033
PP 1.0000 1.0020
S1 0.9998 1.0008

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

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