CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	0.9584	0.9490	-0.0094	-1.0%	0.9700
High	0.9611	0.9555	-0.0056	-0.6%	0.9825
Low	0.9493	0.9464	-0.0029	-0.3%	0.9493
Close	0.9550	0.9498	-0.0052	-0.5%	0.9550
Range	0.0118	0.0091	-0.0027	-22.9%	0.0332
ATR	0.0112	0.0111	-0.0002	-1.4%	0.0000
Volume	445	452	7	1.6%	1,598

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9779	0.9729	0.9548
R3	0.9688	0.9638	0.9523
R2	0.9597	0.9597	0.9515
R1	0.9547	0.9547	0.9506	0.9572
PP	0.9506	0.9506	0.9506	0.9518
S1	0.9456	0.9456	0.9490	0.9481
S2	0.9415	0.9415	0.9481
S3	0.9324	0.9365	0.9473
S4	0.9233	0.9274	0.9448

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0619	1.0416	0.9733
R3	1.0287	1.0084	0.9641
R2	0.9955	0.9955	0.9611
R1	0.9752	0.9752	0.9580	0.9688
PP	0.9623	0.9623	0.9623	0.9590
S1	0.9420	0.9420	0.9520	0.9356
S2	0.9291	0.9291	0.9489
S3	0.8959	0.9088	0.9459
S4	0.8627	0.8756	0.9367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9825	0.9464	0.0361	3.8%	0.0114	1.2%	9%	False	True	357
10	1.0069	0.9464	0.0605	6.4%	0.0122	1.3%	6%	False	True	385
20	1.0187	0.9464	0.0723	7.6%	0.0100	1.1%	5%	False	True	280
40	1.0245	0.9464	0.0781	8.2%	0.0085	0.9%	4%	False	True	205
60	1.0544	0.9464	0.1080	11.4%	0.0070	0.7%	3%	False	True	147
80	1.0544	0.9464	0.1080	11.4%	0.0060	0.6%	3%	False	True	114
100	1.0544	0.9464	0.1080	11.4%	0.0052	0.5%	3%	False	True	94

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9942
2.618	0.9793
1.618	0.9702
1.000	0.9646
0.618	0.9611
HIGH	0.9555
0.618	0.9520
0.500	0.9510
0.382	0.9499
LOW	0.9464
0.618	0.9408
1.000	0.9373
1.618	0.9317
2.618	0.9226
4.250	0.9077

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	0.9510	0.9592
PP	0.9506	0.9561
S1	0.9502	0.9529

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols