CME Canadian Dollar Future December 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 1.0042 0.9994 -0.0048 -0.5% 1.0025
High 1.0047 1.0006 -0.0041 -0.4% 1.0047
Low 1.0034 0.9994 -0.0040 -0.4% 0.9910
Close 1.0034 1.0001 -0.0033 -0.3% 1.0034
Range 0.0013 0.0012 -0.0001 -7.7% 0.0137
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume 32 36 4 12.5% 594
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0036 1.0031 1.0008
R3 1.0024 1.0019 1.0004
R2 1.0012 1.0012 1.0003
R1 1.0007 1.0007 1.0002 1.0010
PP 1.0000 1.0000 1.0000 1.0002
S1 0.9995 0.9995 1.0000 0.9998
S2 0.9988 0.9988 0.9999
S3 0.9976 0.9983 0.9998
S4 0.9964 0.9971 0.9994
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0408 1.0358 1.0109
R3 1.0271 1.0221 1.0072
R2 1.0134 1.0134 1.0059
R1 1.0084 1.0084 1.0047 1.0109
PP 0.9997 0.9997 0.9997 1.0010
S1 0.9947 0.9947 1.0021 0.9972
S2 0.9860 0.9860 1.0009
S3 0.9723 0.9810 0.9996
S4 0.9586 0.9673 0.9959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0047 0.9910 0.0137 1.4% 0.0028 0.3% 66% False False 92
10 1.0086 0.9910 0.0176 1.8% 0.0032 0.3% 52% False False 287
20 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 54% False False 174
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 0.0004
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0057
2.618 1.0037
1.618 1.0025
1.000 1.0018
0.618 1.0013
HIGH 1.0006
0.618 1.0001
0.500 1.0000
0.382 0.9999
LOW 0.9994
0.618 0.9987
1.000 0.9982
1.618 0.9975
2.618 0.9963
4.250 0.9943
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.0001 1.0002
PP 1.0000 1.0002
S1 1.0000 1.0001

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

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