CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	0.9648	0.9604	-0.0044	-0.5%	0.9787
High	0.9692	0.9657	-0.0035	-0.4%	0.9798
Low	0.9589	0.9582	-0.0007	-0.1%	0.9573
Close	0.9612	0.9630	0.0018	0.2%	0.9612
Range	0.0103	0.0075	-0.0028	-27.2%	0.0225
ATR	0.0107	0.0104	-0.0002	-2.1%	0.0000
Volume	55,984	42,254	-13,730	-24.5%	184,353

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9848	0.9814	0.9671
R3	0.9773	0.9739	0.9651
R2	0.9698	0.9698	0.9644
R1	0.9664	0.9664	0.9637	0.9681
PP	0.9623	0.9623	0.9623	0.9632
S1	0.9589	0.9589	0.9623	0.9606
S2	0.9548	0.9548	0.9616
S3	0.9473	0.9514	0.9609
S4	0.9398	0.9439	0.9589

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0336	1.0199	0.9736
R3	1.0111	0.9974	0.9674
R2	0.9886	0.9886	0.9653
R1	0.9749	0.9749	0.9633	0.9705
PP	0.9661	0.9661	0.9661	0.9639
S1	0.9524	0.9524	0.9591	0.9480
S2	0.9436	0.9436	0.9571
S3	0.9211	0.9299	0.9550
S4	0.8986	0.9074	0.9488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9752	0.9573	0.0179	1.9%	0.0091	0.9%	32%	False	False	41,891
10	0.9923	0.9573	0.0350	3.6%	0.0100	1.0%	16%	False	False	25,162
20	0.9923	0.9485	0.0438	4.5%	0.0100	1.0%	33%	False	False	13,799
40	1.0075	0.9485	0.0590	6.1%	0.0106	1.1%	25%	False	False	7,079
60	1.0075	0.9359	0.0716	7.4%	0.0110	1.1%	38%	False	False	4,836
80	1.0245	0.9359	0.0886	9.2%	0.0104	1.1%	31%	False	False	3,675
100	1.0443	0.9359	0.1084	11.3%	0.0097	1.0%	25%	False	False	2,965
120	1.0544	0.9359	0.1185	12.3%	0.0086	0.9%	23%	False	False	2,475

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9976
2.618	0.9853
1.618	0.9778
1.000	0.9732
0.618	0.9703
HIGH	0.9657
0.618	0.9628
0.500	0.9620
0.382	0.9611
LOW	0.9582
0.618	0.9536
1.000	0.9507
1.618	0.9461
2.618	0.9386
4.250	0.9263

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	0.9627	0.9637
PP	0.9623	0.9635
S1	0.9620	0.9632

Download as Excel Spreadsheet

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

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