CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 1.0120 1.0030 -0.0090 -0.9% 1.0100
High 1.0120 1.0135 0.0015 0.1% 1.0135
Low 1.0040 1.0030 -0.0010 -0.1% 1.0000
Close 1.0074 1.0131 0.0057 0.6% 1.0001
Range 0.0080 0.0105 0.0025 31.3% 0.0135
ATR 0.0079 0.0081 0.0002 2.4% 0.0000
Volume 135 431 296 219.3% 295
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0414 1.0377 1.0189
R3 1.0309 1.0272 1.0160
R2 1.0204 1.0204 1.0150
R1 1.0167 1.0167 1.0141 1.0186
PP 1.0099 1.0099 1.0099 1.0108
S1 1.0062 1.0062 1.0121 1.0081
S2 0.9994 0.9994 1.0112
S3 0.9889 0.9957 1.0102
S4 0.9784 0.9852 1.0073
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% 0.0089 0.9% 98% True False 260
10 1.0223 0.9955 0.0268 2.6% 0.0070 0.7% 66% False False 151
20 1.0245 0.9955 0.0290 2.9% 0.0066 0.7% 61% False False 106
40 1.0544 0.9955 0.0589 5.8% 0.0063 0.6% 30% False False 110
60 1.0544 0.9955 0.0589 5.8% 0.0053 0.5% 30% False False 80
80 1.0544 0.9955 0.0589 5.8% 0.0045 0.4% 30% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0581
2.618 1.0410
1.618 1.0305
1.000 1.0240
0.618 1.0200
HIGH 1.0135
0.618 1.0095
0.500 1.0083
0.382 1.0070
LOW 1.0030
0.618 0.9965
1.000 0.9925
1.618 0.9860
2.618 0.9755
4.250 0.9584
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 1.0115 1.0110
PP 1.0099 1.0089
S1 1.0083 1.0068

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

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