CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 0.9730 0.9690 -0.0040 -0.4% 0.9875
High 0.9764 0.9775 0.0011 0.1% 0.9885
Low 0.9695 0.9685 -0.0010 -0.1% 0.9685
Close 0.9703 0.9717 0.0014 0.1% 0.9717
Range 0.0069 0.0090 0.0021 30.4% 0.0200
ATR 0.0115 0.0113 -0.0002 -1.6% 0.0000
Volume 587 595 8 1.4% 2,249
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9996 0.9946 0.9767
R3 0.9906 0.9856 0.9742
R2 0.9816 0.9816 0.9734
R1 0.9766 0.9766 0.9725 0.9791
PP 0.9726 0.9726 0.9726 0.9738
S1 0.9676 0.9676 0.9709 0.9701
S2 0.9636 0.9636 0.9701
S3 0.9546 0.9586 0.9692
S4 0.9456 0.9496 0.9668
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0362 1.0240 0.9827
R3 1.0162 1.0040 0.9772
R2 0.9962 0.9962 0.9754
R1 0.9840 0.9840 0.9735 0.9801
PP 0.9762 0.9762 0.9762 0.9743
S1 0.9640 0.9640 0.9699 0.9601
S2 0.9562 0.9562 0.9680
S3 0.9362 0.9440 0.9662
S4 0.9162 0.9240 0.9607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9885 0.9685 0.0200 2.1% 0.0085 0.9% 16% False True 449
10 0.9895 0.9685 0.0210 2.2% 0.0094 1.0% 15% False True 354
20 1.0075 0.9685 0.0390 4.0% 0.0112 1.1% 8% False True 359
40 1.0075 0.9359 0.0716 7.4% 0.0115 1.2% 50% False False 354
60 1.0245 0.9359 0.0886 9.1% 0.0105 1.1% 40% False False 300
80 1.0443 0.9359 0.1084 11.2% 0.0096 1.0% 33% False False 257
100 1.0544 0.9359 0.1185 12.2% 0.0083 0.9% 30% False False 210
120 1.0544 0.9359 0.1185 12.2% 0.0073 0.8% 30% False False 177
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0158
2.618 1.0011
1.618 0.9921
1.000 0.9865
0.618 0.9831
HIGH 0.9775
0.618 0.9741
0.500 0.9730
0.382 0.9719
LOW 0.9685
0.618 0.9629
1.000 0.9595
1.618 0.9539
2.618 0.9449
4.250 0.9303
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 0.9730 0.9745
PP 0.9726 0.9736
S1 0.9721 0.9726

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

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