CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.0050 0.9990 -0.0060 -0.6% 1.0100
High 1.0050 1.0050 0.0000 0.0% 1.0135
Low 1.0000 0.9955 -0.0045 -0.5% 1.0000
Close 1.0001 1.0004 0.0003 0.0% 1.0001
Range 0.0050 0.0095 0.0045 90.0% 0.0135
ATR 0.0074 0.0076 0.0001 2.0% 0.0000
Volume 124 199 75 60.5% 295
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0288 1.0241 1.0056
R3 1.0193 1.0146 1.0030
R2 1.0098 1.0098 1.0021
R1 1.0051 1.0051 1.0013 1.0075
PP 1.0003 1.0003 1.0003 1.0015
S1 0.9956 0.9956 0.9995 0.9980
S2 0.9908 0.9908 0.9987
S3 0.9813 0.9861 0.9978
S4 0.9718 0.9766 0.9952
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0450 1.0361 1.0075
R3 1.0315 1.0226 1.0038
R2 1.0180 1.0180 1.0026
R1 1.0091 1.0091 1.0013 1.0068
PP 1.0045 1.0045 1.0045 1.0034
S1 0.9956 0.9956 0.9989 0.9933
S2 0.9910 0.9910 0.9976
S3 0.9775 0.9821 0.9964
S4 0.9640 0.9686 0.9927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0135 0.9955 0.0180 1.8% 0.0065 0.6% 27% False True 98
10 1.0245 0.9955 0.0290 2.9% 0.0060 0.6% 17% False True 72
20 1.0245 0.9955 0.0290 2.9% 0.0055 0.6% 17% False True 61
40 1.0544 0.9955 0.0589 5.9% 0.0057 0.6% 8% False True 88
60 1.0544 0.9955 0.0589 5.9% 0.0048 0.5% 8% False True 64
80 1.0544 0.9955 0.0589 5.9% 0.0041 0.4% 8% False True 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0299
1.618 1.0204
1.000 1.0145
0.618 1.0109
HIGH 1.0050
0.618 1.0014
0.500 1.0003
0.382 0.9991
LOW 0.9955
0.618 0.9896
1.000 0.9860
1.618 0.9801
2.618 0.9706
4.250 0.9551
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 1.0004 1.0045
PP 1.0003 1.0031
S1 1.0003 1.0018

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

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