CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 1.0195 1.0150 -0.0045 -0.4% 1.0157
High 1.0223 1.0167 -0.0056 -0.5% 1.0245
Low 1.0186 1.0125 -0.0061 -0.6% 1.0125
Close 1.0215 1.0121 -0.0094 -0.9% 1.0121
Range 0.0037 0.0042 0.0005 13.5% 0.0120
ATR 0.0075 0.0076 0.0001 1.4% 0.0000
Volume 24 21 -3 -12.5% 229
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0264 1.0234 1.0144
R3 1.0222 1.0192 1.0133
R2 1.0180 1.0180 1.0129
R1 1.0150 1.0150 1.0125 1.0144
PP 1.0138 1.0138 1.0138 1.0135
S1 1.0108 1.0108 1.0117 1.0102
S2 1.0096 1.0096 1.0113
S3 1.0054 1.0066 1.0109
S4 1.0012 1.0024 1.0098
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0524 1.0442 1.0187
R3 1.0404 1.0322 1.0154
R2 1.0284 1.0284 1.0143
R1 1.0202 1.0202 1.0132 1.0183
PP 1.0164 1.0164 1.0164 1.0154
S1 1.0082 1.0082 1.0110 1.0063
S2 1.0044 1.0044 1.0099
S3 0.9924 0.9962 1.0088
S4 0.9804 0.9842 1.0055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0245 1.0125 0.0120 1.2% 0.0054 0.5% -3% False True 45
10 1.0245 1.0050 0.0195 1.9% 0.0055 0.5% 36% False False 55
20 1.0245 0.9988 0.0257 2.5% 0.0070 0.7% 52% False False 129
40 1.0544 0.9988 0.0556 5.5% 0.0055 0.5% 24% False False 80
60 1.0544 0.9988 0.0556 5.5% 0.0046 0.5% 24% False False 59
80 1.0544 0.9988 0.0556 5.5% 0.0040 0.4% 24% False False 48
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0346
2.618 1.0277
1.618 1.0235
1.000 1.0209
0.618 1.0193
HIGH 1.0167
0.618 1.0151
0.500 1.0146
0.382 1.0141
LOW 1.0125
0.618 1.0099
1.000 1.0083
1.618 1.0057
2.618 1.0015
4.250 0.9947
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 1.0146 1.0185
PP 1.0138 1.0164
S1 1.0129 1.0142

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

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