CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 0.9810 0.9885 0.0075 0.8% 0.9542
High 0.9893 0.9915 0.0022 0.2% 0.9895
Low 0.9775 0.9845 0.0070 0.7% 0.9542
Close 0.9889 0.9869 -0.0020 -0.2% 0.9800
Range 0.0118 0.0070 -0.0048 -40.7% 0.0353
ATR 0.0111 0.0108 -0.0003 -2.6% 0.0000
Volume 2,427 8,285 5,858 241.4% 19,436
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0086 1.0048 0.9908
R3 1.0016 0.9978 0.9888
R2 0.9946 0.9946 0.9882
R1 0.9908 0.9908 0.9875 0.9892
PP 0.9876 0.9876 0.9876 0.9869
S1 0.9838 0.9838 0.9863 0.9822
S2 0.9806 0.9806 0.9856
S3 0.9736 0.9768 0.9850
S4 0.9666 0.9698 0.9831
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0805 1.0655 0.9994
R3 1.0452 1.0302 0.9897
R2 1.0099 1.0099 0.9865
R1 0.9949 0.9949 0.9832 1.0024
PP 0.9746 0.9746 0.9746 0.9783
S1 0.9596 0.9596 0.9768 0.9671
S2 0.9393 0.9393 0.9735
S3 0.9040 0.9243 0.9703
S4 0.8687 0.8890 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9915 0.9758 0.0157 1.6% 0.0089 0.9% 71% True False 4,417
10 0.9915 0.9485 0.0430 4.4% 0.0100 1.0% 89% True False 3,424
20 0.9915 0.9485 0.0430 4.4% 0.0098 1.0% 89% True False 1,896
40 1.0075 0.9485 0.0590 6.0% 0.0110 1.1% 65% False False 1,138
60 1.0187 0.9359 0.0828 8.4% 0.0111 1.1% 62% False False 865
80 1.0245 0.9359 0.0886 9.0% 0.0098 1.0% 58% False False 668
100 1.0544 0.9359 0.1185 12.0% 0.0090 0.9% 43% False False 558
120 1.0544 0.9359 0.1185 12.0% 0.0081 0.8% 43% False False 468
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0098
1.618 1.0028
1.000 0.9985
0.618 0.9958
HIGH 0.9915
0.618 0.9888
0.500 0.9880
0.382 0.9872
LOW 0.9845
0.618 0.9802
1.000 0.9775
1.618 0.9732
2.618 0.9662
4.250 0.9548
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 0.9880 0.9861
PP 0.9876 0.9853
S1 0.9873 0.9845

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

View Archives - Comment on this page... - Back to Index of Symbols