CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.0055 1.0094 0.0039 0.4% 1.0109
High 1.0133 1.0094 -0.0039 -0.4% 1.0189
Low 1.0055 1.0094 0.0039 0.4% 1.0033
Close 1.0077 1.0082 0.0005 0.0% 1.0074
Range 0.0078 0.0000 -0.0078 -100.0% 0.0156
ATR 0.0082 0.0078 -0.0005 -5.7% 0.0000
Volume 113 75 -38 -33.6% 179
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0090 1.0086 1.0082
R3 1.0090 1.0086 1.0082
R2 1.0090 1.0090 1.0082
R1 1.0086 1.0086 1.0082 1.0088
PP 1.0090 1.0090 1.0090 1.0091
S1 1.0086 1.0086 1.0082 1.0088
S2 1.0090 1.0090 1.0082
S3 1.0090 1.0086 1.0082
S4 1.0090 1.0086 1.0082
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0567 1.0476 1.0160
R3 1.0411 1.0320 1.0117
R2 1.0255 1.0255 1.0103
R1 1.0164 1.0164 1.0088 1.0132
PP 1.0099 1.0099 1.0099 1.0082
S1 1.0008 1.0008 1.0060 0.9976
S2 0.9943 0.9943 1.0045
S3 0.9787 0.9852 1.0031
S4 0.9631 0.9696 0.9988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0189 1.0033 0.0156 1.5% 0.0050 0.5% 31% False False 59
10 1.0190 1.0000 0.0190 1.9% 0.0067 0.7% 43% False False 155
20 1.0486 0.9988 0.0498 4.9% 0.0067 0.7% 19% False False 125
40 1.0544 0.9988 0.0556 5.5% 0.0049 0.5% 17% False False 74
60 1.0544 0.9988 0.0556 5.5% 0.0040 0.4% 17% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0094
2.618 1.0094
1.618 1.0094
1.000 1.0094
0.618 1.0094
HIGH 1.0094
0.618 1.0094
0.500 1.0094
0.382 1.0094
LOW 1.0094
0.618 1.0094
1.000 1.0094
1.618 1.0094
2.618 1.0094
4.250 1.0094
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.0094 1.0095
PP 1.0090 1.0091
S1 1.0086 1.0086

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

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