CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 0.9868 0.9855 -0.0013 -0.1% 0.9780
High 0.9875 0.9863 -0.0012 -0.1% 0.9858
Low 0.9824 0.9762 -0.0062 -0.6% 0.9721
Close 0.9854 0.9794 -0.0060 -0.6% 0.9821
Range 0.0051 0.0101 0.0050 98.0% 0.0137
ATR 0.0089 0.0090 0.0001 1.0% 0.0000
Volume 54,267 73,575 19,308 35.6% 123,954
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0109 1.0053 0.9850
R3 1.0008 0.9952 0.9822
R2 0.9907 0.9907 0.9813
R1 0.9851 0.9851 0.9803 0.9829
PP 0.9806 0.9806 0.9806 0.9795
S1 0.9750 0.9750 0.9785 0.9728
S2 0.9705 0.9705 0.9775
S3 0.9604 0.9649 0.9766
S4 0.9503 0.9548 0.9738
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0211 1.0153 0.9896
R3 1.0074 1.0016 0.9859
R2 0.9937 0.9937 0.9846
R1 0.9879 0.9879 0.9834 0.9908
PP 0.9800 0.9800 0.9800 0.9815
S1 0.9742 0.9742 0.9808 0.9771
S2 0.9663 0.9663 0.9796
S3 0.9526 0.9605 0.9783
S4 0.9389 0.9468 0.9746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9908 0.9721 0.0187 1.9% 0.0067 0.7% 39% False False 48,217
10 0.9908 0.9681 0.0227 2.3% 0.0071 0.7% 50% False False 43,667
20 0.9923 0.9573 0.0350 3.6% 0.0086 0.9% 63% False False 37,245
40 0.9923 0.9485 0.0438 4.5% 0.0092 0.9% 71% False False 19,370
60 1.0075 0.9485 0.0590 6.0% 0.0102 1.0% 52% False False 13,038
80 1.0187 0.9359 0.0828 8.5% 0.0105 1.1% 53% False False 9,861
100 1.0245 0.9359 0.0886 9.0% 0.0095 1.0% 49% False False 7,901
120 1.0544 0.9359 0.1185 12.1% 0.0089 0.9% 37% False False 6,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0292
2.618 1.0127
1.618 1.0026
1.000 0.9964
0.618 0.9925
HIGH 0.9863
0.618 0.9824
0.500 0.9813
0.382 0.9801
LOW 0.9762
0.618 0.9700
1.000 0.9661
1.618 0.9599
2.618 0.9498
4.250 0.9333
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 0.9813 0.9835
PP 0.9806 0.9821
S1 0.9800 0.9808

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

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