CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 0.9755 0.9875 0.0120 1.2% 0.9608
High 0.9860 0.9915 0.0055 0.6% 0.9860
Low 0.9755 0.9744 -0.0011 -0.1% 0.9608
Close 0.9856 0.9774 -0.0082 -0.8% 0.9856
Range 0.0105 0.0171 0.0066 62.9% 0.0252
ATR 0.0120 0.0123 0.0004 3.1% 0.0000
Volume 386 264 -122 -31.6% 2,175
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0324 1.0220 0.9868
R3 1.0153 1.0049 0.9821
R2 0.9982 0.9982 0.9805
R1 0.9878 0.9878 0.9790 0.9845
PP 0.9811 0.9811 0.9811 0.9794
S1 0.9707 0.9707 0.9758 0.9674
S2 0.9640 0.9640 0.9743
S3 0.9469 0.9536 0.9727
S4 0.9298 0.9365 0.9680
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0531 1.0445 0.9995
R3 1.0279 1.0193 0.9925
R2 1.0027 1.0027 0.9902
R1 0.9941 0.9941 0.9879 0.9984
PP 0.9775 0.9775 0.9775 0.9796
S1 0.9689 0.9689 0.9833 0.9732
S2 0.9523 0.9523 0.9810
S3 0.9271 0.9437 0.9787
S4 0.9019 0.9185 0.9717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9915 0.9650 0.0265 2.7% 0.0118 1.2% 47% True False 421
10 0.9915 0.9359 0.0556 5.7% 0.0122 1.2% 75% True False 361
20 1.0069 0.9359 0.0710 7.3% 0.0122 1.2% 58% False False 373
40 1.0245 0.9359 0.0886 9.1% 0.0094 1.0% 47% False False 244
60 1.0544 0.9359 0.1185 12.1% 0.0084 0.9% 35% False False 202
80 1.0544 0.9359 0.1185 12.1% 0.0072 0.7% 35% False False 157
100 1.0544 0.9359 0.1185 12.1% 0.0061 0.6% 35% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0642
2.618 1.0363
1.618 1.0192
1.000 1.0086
0.618 1.0021
HIGH 0.9915
0.618 0.9850
0.500 0.9830
0.382 0.9809
LOW 0.9744
0.618 0.9638
1.000 0.9573
1.618 0.9467
2.618 0.9296
4.250 0.9017
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 0.9830 0.9811
PP 0.9811 0.9799
S1 0.9793 0.9786

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

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