CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 0.9696 0.9700 0.0004 0.0% 1.0140
High 0.9729 0.9714 -0.0015 -0.2% 1.0151
Low 0.9640 0.9601 -0.0039 -0.4% 0.9622
Close 0.9660 0.9651 -0.0009 -0.1% 0.9660
Range 0.0089 0.0113 0.0024 27.0% 0.0529
ATR 0.0101 0.0102 0.0001 0.8% 0.0000
Volume 714 261 -453 -63.4% 1,948
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9994 0.9936 0.9713
R3 0.9881 0.9823 0.9682
R2 0.9768 0.9768 0.9672
R1 0.9710 0.9710 0.9661 0.9683
PP 0.9655 0.9655 0.9655 0.9642
S1 0.9597 0.9597 0.9641 0.9570
S2 0.9542 0.9542 0.9630
S3 0.9429 0.9484 0.9620
S4 0.9316 0.9371 0.9589
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1398 1.1058 0.9951
R3 1.0869 1.0529 0.9805
R2 1.0340 1.0340 0.9757
R1 1.0000 1.0000 0.9708 0.9906
PP 0.9811 0.9811 0.9811 0.9764
S1 0.9471 0.9471 0.9612 0.9377
S2 0.9282 0.9282 0.9563
S3 0.8753 0.8942 0.9515
S4 0.8224 0.8413 0.9369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0069 0.9601 0.0468 4.8% 0.0130 1.3% 11% False True 412
10 1.0187 0.9601 0.0586 6.1% 0.0111 1.2% 9% False True 333
20 1.0245 0.9601 0.0644 6.7% 0.0085 0.9% 8% False True 202
40 1.0398 0.9601 0.0797 8.3% 0.0079 0.8% 6% False True 167
60 1.0544 0.9601 0.0943 9.8% 0.0064 0.7% 5% False True 118
80 1.0544 0.9601 0.0943 9.8% 0.0054 0.6% 5% False True 92
100 1.0544 0.9601 0.0943 9.8% 0.0049 0.5% 5% False True 78
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0194
2.618 1.0010
1.618 0.9897
1.000 0.9827
0.618 0.9784
HIGH 0.9714
0.618 0.9671
0.500 0.9658
0.382 0.9644
LOW 0.9601
0.618 0.9531
1.000 0.9488
1.618 0.9418
2.618 0.9305
4.250 0.9121
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 0.9658 0.9743
PP 0.9655 0.9712
S1 0.9653 0.9682

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

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