CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 0.9855 0.9789 -0.0066 -0.7% 0.9848
High 0.9863 0.9816 -0.0047 -0.5% 0.9908
Low 0.9762 0.9706 -0.0056 -0.6% 0.9706
Close 0.9794 0.9724 -0.0070 -0.7% 0.9724
Range 0.0101 0.0110 0.0009 8.9% 0.0202
ATR 0.0090 0.0091 0.0001 1.6% 0.0000
Volume 73,575 67,476 -6,099 -8.3% 242,154
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0079 1.0011 0.9785
R3 0.9969 0.9901 0.9754
R2 0.9859 0.9859 0.9744
R1 0.9791 0.9791 0.9734 0.9770
PP 0.9749 0.9749 0.9749 0.9738
S1 0.9681 0.9681 0.9714 0.9660
S2 0.9639 0.9639 0.9704
S3 0.9529 0.9571 0.9694
S4 0.9419 0.9461 0.9664
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0385 1.0257 0.9835
R3 1.0183 1.0055 0.9780
R2 0.9981 0.9981 0.9761
R1 0.9853 0.9853 0.9743 0.9816
PP 0.9779 0.9779 0.9779 0.9761
S1 0.9651 0.9651 0.9705 0.9614
S2 0.9577 0.9577 0.9687
S3 0.9375 0.9449 0.9668
S4 0.9173 0.9247 0.9613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9908 0.9706 0.0202 2.1% 0.0076 0.8% 9% False True 55,094
10 0.9908 0.9706 0.0202 2.1% 0.0072 0.7% 9% False True 43,848
20 0.9923 0.9573 0.0350 3.6% 0.0088 0.9% 43% False False 40,205
40 0.9923 0.9485 0.0438 4.5% 0.0093 1.0% 55% False False 21,050
60 1.0075 0.9485 0.0590 6.1% 0.0102 1.1% 41% False False 14,160
80 1.0187 0.9359 0.0828 8.5% 0.0105 1.1% 44% False False 10,700
100 1.0245 0.9359 0.0886 9.1% 0.0096 1.0% 41% False False 8,575
120 1.0544 0.9359 0.1185 12.2% 0.0090 0.9% 31% False False 7,166
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 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0284
2.618 1.0104
1.618 0.9994
1.000 0.9926
0.618 0.9884
HIGH 0.9816
0.618 0.9774
0.500 0.9761
0.382 0.9748
LOW 0.9706
0.618 0.9638
1.000 0.9596
1.618 0.9528
2.618 0.9418
4.250 0.9239
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 0.9761 0.9791
PP 0.9749 0.9768
S1 0.9736 0.9746

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

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