CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 0.9817 0.9755 -0.0062 -0.6% 0.9608
High 0.9885 0.9835 -0.0050 -0.5% 0.9860
Low 0.9765 0.9735 -0.0030 -0.3% 0.9608
Close 0.9779 0.9832 0.0053 0.5% 0.9856
Range 0.0120 0.0100 -0.0020 -16.7% 0.0252
ATR 0.0124 0.0123 -0.0002 -1.4% 0.0000
Volume 395 173 -222 -56.2% 2,175
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0101 1.0066 0.9887
R3 1.0001 0.9966 0.9860
R2 0.9901 0.9901 0.9850
R1 0.9866 0.9866 0.9841 0.9884
PP 0.9801 0.9801 0.9801 0.9809
S1 0.9766 0.9766 0.9823 0.9784
S2 0.9701 0.9701 0.9814
S3 0.9601 0.9666 0.9805
S4 0.9501 0.9566 0.9777
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 0.9714 0.0201 2.0% 0.0128 1.3% 59% False False 369
10 0.9915 0.9583 0.0332 3.4% 0.0123 1.2% 75% False False 388
20 0.9915 0.9359 0.0556 5.7% 0.0118 1.2% 85% False False 378
40 1.0245 0.9359 0.0886 9.0% 0.0100 1.0% 53% False False 269
60 1.0486 0.9359 0.1127 11.5% 0.0090 0.9% 42% False False 221
80 1.0544 0.9359 0.1185 12.1% 0.0075 0.8% 40% False False 171
100 1.0544 0.9359 0.1185 12.1% 0.0065 0.7% 40% False False 140
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 True
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0260
2.618 1.0097
1.618 0.9997
1.000 0.9935
0.618 0.9897
HIGH 0.9835
0.618 0.9797
0.500 0.9785
0.382 0.9773
LOW 0.9735
0.618 0.9673
1.000 0.9635
1.618 0.9573
2.618 0.9473
4.250 0.9310
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 0.9816 0.9821
PP 0.9801 0.9810
S1 0.9785 0.9800

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

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