CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 0.9542 0.9648 0.0106 1.1% 0.9700
High 0.9680 0.9722 0.0042 0.4% 0.9700
Low 0.9542 0.9636 0.0094 1.0% 0.9485
Close 0.9626 0.9684 0.0058 0.6% 0.9508
Range 0.0138 0.0086 -0.0052 -37.7% 0.0215
ATR 0.0110 0.0109 -0.0001 -0.9% 0.0000
Volume 1,654 1,621 -33 -2.0% 3,534
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9939 0.9897 0.9731
R3 0.9853 0.9811 0.9708
R2 0.9767 0.9767 0.9700
R1 0.9725 0.9725 0.9692 0.9746
PP 0.9681 0.9681 0.9681 0.9691
S1 0.9639 0.9639 0.9676 0.9660
S2 0.9595 0.9595 0.9668
S3 0.9509 0.9553 0.9660
S4 0.9423 0.9467 0.9637
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0209 1.0074 0.9626
R3 0.9994 0.9859 0.9567
R2 0.9779 0.9779 0.9547
R1 0.9644 0.9644 0.9528 0.9604
PP 0.9564 0.9564 0.9564 0.9545
S1 0.9429 0.9429 0.9488 0.9389
S2 0.9349 0.9349 0.9469
S3 0.9134 0.9214 0.9449
S4 0.8919 0.8999 0.9390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9722 0.9485 0.0237 2.4% 0.0079 0.8% 84% True False 1,317
10 0.9805 0.9485 0.0320 3.3% 0.0085 0.9% 62% False False 888
20 0.9986 0.9485 0.0501 5.2% 0.0103 1.1% 40% False False 582
40 1.0075 0.9359 0.0716 7.4% 0.0111 1.1% 45% False False 473
60 1.0187 0.9359 0.0828 8.6% 0.0107 1.1% 39% False False 409
80 1.0245 0.9359 0.0886 9.1% 0.0098 1.0% 37% False False 339
100 1.0544 0.9359 0.1185 12.2% 0.0086 0.9% 27% False False 277
120 1.0544 0.9359 0.1185 12.2% 0.0077 0.8% 27% False False 234
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0088
2.618 0.9947
1.618 0.9861
1.000 0.9808
0.618 0.9775
HIGH 0.9722
0.618 0.9689
0.500 0.9679
0.382 0.9669
LOW 0.9636
0.618 0.9583
1.000 0.9550
1.618 0.9497
2.618 0.9411
4.250 0.9271
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 0.9682 0.9657
PP 0.9681 0.9630
S1 0.9679 0.9604

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

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