CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 0.9710 0.9660 -0.0050 -0.5% 0.9490
High 0.9710 0.9835 0.0125 1.3% 0.9741
Low 0.9650 0.9660 0.0010 0.1% 0.9359
Close 0.9680 0.9821 0.0141 1.5% 0.9600
Range 0.0060 0.0175 0.0115 191.7% 0.0382
ATR 0.0117 0.0121 0.0004 3.5% 0.0000
Volume 163 134 -29 -17.8% 1,629
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0297 1.0234 0.9917
R3 1.0122 1.0059 0.9869
R2 0.9947 0.9947 0.9853
R1 0.9884 0.9884 0.9837 0.9916
PP 0.9772 0.9772 0.9772 0.9788
S1 0.9709 0.9709 0.9805 0.9741
S2 0.9597 0.9597 0.9789
S3 0.9422 0.9534 0.9773
S4 0.9247 0.9359 0.9725
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0713 1.0538 0.9810
R3 1.0331 1.0156 0.9705
R2 0.9949 0.9949 0.9670
R1 0.9774 0.9774 0.9635 0.9862
PP 0.9567 0.9567 0.9567 0.9610
S1 0.9392 0.9392 0.9565 0.9480
S2 0.9185 0.9185 0.9530
S3 0.8803 0.9010 0.9495
S4 0.8421 0.8628 0.9390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9835 0.9520 0.0315 3.2% 0.0120 1.2% 96% True False 222
10 0.9835 0.9359 0.0476 4.8% 0.0121 1.2% 97% True False 310
20 1.0187 0.9359 0.0828 8.4% 0.0118 1.2% 56% False False 318
40 1.0245 0.9359 0.0886 9.0% 0.0090 0.9% 52% False False 202
60 1.0544 0.9359 0.1185 12.1% 0.0080 0.8% 39% False False 174
80 1.0544 0.9359 0.1185 12.1% 0.0068 0.7% 39% False False 134
100 1.0544 0.9359 0.1185 12.1% 0.0058 0.6% 39% False False 111
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0579
2.618 1.0293
1.618 1.0118
1.000 1.0010
0.618 0.9943
HIGH 0.9835
0.618 0.9768
0.500 0.9748
0.382 0.9727
LOW 0.9660
0.618 0.9552
1.000 0.9485
1.618 0.9377
2.618 0.9202
4.250 0.8916
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 0.9797 0.9788
PP 0.9772 0.9755
S1 0.9748 0.9722

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

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