CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 0.9472 0.9440 -0.0032 -0.3% 0.9700
High 0.9472 0.9588 0.0116 1.2% 0.9825
Low 0.9359 0.9440 0.0081 0.9% 0.9493
Close 0.9367 0.9564 0.0197 2.1% 0.9550
Range 0.0113 0.0148 0.0035 31.0% 0.0332
ATR 0.0113 0.0120 0.0008 6.9% 0.0000
Volume 360 334 -26 -7.2% 1,598
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9975 0.9917 0.9645
R3 0.9827 0.9769 0.9605
R2 0.9679 0.9679 0.9591
R1 0.9621 0.9621 0.9578 0.9650
PP 0.9531 0.9531 0.9531 0.9545
S1 0.9473 0.9473 0.9550 0.9502
S2 0.9383 0.9383 0.9537
S3 0.9235 0.9325 0.9523
S4 0.9087 0.9177 0.9483
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 0.9720 0.9359 0.0361 3.8% 0.0121 1.3% 57% False False 398
10 0.9885 0.9359 0.0526 5.5% 0.0130 1.4% 39% False False 393
20 1.0187 0.9359 0.0828 8.7% 0.0108 1.1% 25% False False 308
40 1.0245 0.9359 0.0886 9.3% 0.0085 0.9% 23% False False 205
60 1.0544 0.9359 0.1185 12.4% 0.0072 0.8% 17% False False 158
80 1.0544 0.9359 0.1185 12.4% 0.0062 0.7% 17% False False 122
100 1.0544 0.9359 0.1185 12.4% 0.0053 0.6% 17% False False 101
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 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0217
2.618 0.9975
1.618 0.9827
1.000 0.9736
0.618 0.9679
HIGH 0.9588
0.618 0.9531
0.500 0.9514
0.382 0.9497
LOW 0.9440
0.618 0.9349
1.000 0.9292
1.618 0.9201
2.618 0.9053
4.250 0.8811
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 0.9547 0.9534
PP 0.9531 0.9504
S1 0.9514 0.9474

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

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