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CME Canadian Dollar Futures March 2012

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CME Canadian Dollar Futures March 2012 chart

Download as Excel Spreadsheet (Available to premium members)

Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.0064 1.0080 0.0016 0.2% 1.0088
High 1.0094 1.0099 0.0005 0.0% 1.0119
Low 1.0050 1.0059 0.0009 0.1% 1.0050
Close 1.0086 1.0086 0.0000 0.0% 1.0086
Range 0.0044 0.0040 -0.0004 -9.1% 0.0069
Volume 95,701 17,064 -78,637 -82.2% 397,900
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0201 1.0184 1.0108
R3 1.0161 1.0144 1.0097
R2 1.0121 1.0121 1.0093
R1 1.0104 1.0104 1.0090 1.0113
PP 1.0081 1.0081 1.0081 1.0086
S1 1.0064 1.0064 1.0082 1.0073
S2 1.0041 1.0041 1.0079
S3 1.0001 1.0024 1.0075
S4 0.9961 0.9984 1.0064
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0292 1.0258 1.0124
R3 1.0223 1.0189 1.0105
R2 1.0154 1.0154 1.0099
R1 1.0120 1.0120 1.0092 1.0103
PP 1.0085 1.0085 1.0085 1.0076
S1 1.0051 1.0051 1.0080 1.0034
S2 1.0016 1.0016 1.0073
S3 0.9947 0.9982 1.0067
S4 0.9878 0.9913 1.0048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0119 1.0050 0.0069 0.7% 0.0050 0.5% 52% False False 79,580
10 1.0127 0.9968 0.0159 1.6% 0.0064 0.6% 74% False False 89,331
20 1.0157 0.9945 0.0212 2.1% 0.0063 0.6% 67% False False 92,067
40 1.0157 0.9827 0.0330 3.3% 0.0068 0.7% 78% False False 84,583
60 1.0157 0.9608 0.0549 5.4% 0.0072 0.7% 87% False False 74,850
80 1.0157 0.9485 0.0672 6.7% 0.0079 0.8% 89% False False 59,587
100 1.0157 0.9485 0.0672 6.7% 0.0086 0.8% 89% False False 47,742
120 1.0157 0.9359 0.0798 7.9% 0.0091 0.9% 91% False False 39,843
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0204
1.618 1.0164
1.000 1.0139
0.618 1.0124
HIGH 1.0099
0.618 1.0084
0.500 1.0079
0.382 1.0074
LOW 1.0059
0.618 1.0034
1.000 1.0019
1.618 0.9994
2.618 0.9954
4.250 0.9889

Download as Excel Spreadsheet (Available to premium members)

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

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