CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 0.9773 0.9645 -0.0128 -1.3% 1.0140
High 0.9773 0.9720 -0.0053 -0.5% 1.0151
Low 0.9655 0.9586 -0.0069 -0.7% 0.9622
Close 0.9690 0.9598 -0.0092 -0.9% 0.9660
Range 0.0118 0.0134 0.0016 13.6% 0.0529
ATR 0.0110 0.0112 0.0002 1.5% 0.0000
Volume 272 400 128 47.1% 1,948
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0037 0.9951 0.9672
R3 0.9903 0.9817 0.9635
R2 0.9769 0.9769 0.9623
R1 0.9683 0.9683 0.9610 0.9659
PP 0.9635 0.9635 0.9635 0.9623
S1 0.9549 0.9549 0.9586 0.9525
S2 0.9501 0.9501 0.9573
S3 0.9367 0.9415 0.9561
S4 0.9233 0.9281 0.9524
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 0.9825 0.9586 0.0239 2.5% 0.0113 1.2% 5% False True 373
10 1.0187 0.9586 0.0601 6.3% 0.0117 1.2% 2% False True 324
20 1.0223 0.9586 0.0637 6.6% 0.0094 1.0% 2% False True 238
40 1.0310 0.9586 0.0724 7.5% 0.0086 0.9% 2% False True 186
60 1.0544 0.9586 0.0958 10.0% 0.0068 0.7% 1% False True 132
80 1.0544 0.9586 0.0958 10.0% 0.0057 0.6% 1% False True 103
100 1.0544 0.9586 0.0958 10.0% 0.0051 0.5% 1% False True 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0290
2.618 1.0071
1.618 0.9937
1.000 0.9854
0.618 0.9803
HIGH 0.9720
0.618 0.9669
0.500 0.9653
0.382 0.9637
LOW 0.9586
0.618 0.9503
1.000 0.9452
1.618 0.9369
2.618 0.9235
4.250 0.9017
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 0.9653 0.9706
PP 0.9635 0.9670
S1 0.9616 0.9634

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

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