CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 0.9875 0.9749 -0.0126 -1.3% 0.9608
High 0.9915 0.9856 -0.0059 -0.6% 0.9860
Low 0.9744 0.9714 -0.0030 -0.3% 0.9608
Close 0.9774 0.9801 0.0027 0.3% 0.9856
Range 0.0171 0.0142 -0.0029 -17.0% 0.0252
ATR 0.0123 0.0125 0.0001 1.1% 0.0000
Volume 264 630 366 138.6% 2,175
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0216 1.0151 0.9879
R3 1.0074 1.0009 0.9840
R2 0.9932 0.9932 0.9827
R1 0.9867 0.9867 0.9814 0.9900
PP 0.9790 0.9790 0.9790 0.9807
S1 0.9725 0.9725 0.9788 0.9758
S2 0.9648 0.9648 0.9775
S3 0.9506 0.9583 0.9762
S4 0.9364 0.9441 0.9723
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 0.9660 0.0255 2.6% 0.0134 1.4% 55% False False 515
10 0.9915 0.9440 0.0475 4.8% 0.0125 1.3% 76% False False 388
20 1.0026 0.9359 0.0667 6.8% 0.0127 1.3% 66% False False 387
40 1.0245 0.9359 0.0886 9.0% 0.0096 1.0% 50% False False 257
60 1.0544 0.9359 0.1185 12.1% 0.0087 0.9% 37% False False 212
80 1.0544 0.9359 0.1185 12.1% 0.0073 0.7% 37% False False 164
100 1.0544 0.9359 0.1185 12.1% 0.0063 0.6% 37% False False 135
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0460
2.618 1.0228
1.618 1.0086
1.000 0.9998
0.618 0.9944
HIGH 0.9856
0.618 0.9802
0.500 0.9785
0.382 0.9768
LOW 0.9714
0.618 0.9626
1.000 0.9572
1.618 0.9484
2.618 0.9342
4.250 0.9111
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 0.9796 0.9815
PP 0.9790 0.9810
S1 0.9785 0.9806

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

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