CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 0.9748 0.9821 0.0073 0.7% 0.9848
High 0.9834 0.9847 0.0013 0.1% 0.9908
Low 0.9747 0.9778 0.0031 0.3% 0.9706
Close 0.9830 0.9792 -0.0038 -0.4% 0.9724
Range 0.0087 0.0069 -0.0018 -20.7% 0.0202
ATR 0.0091 0.0089 -0.0002 -1.7% 0.0000
Volume 58,971 57,391 -1,580 -2.7% 242,154
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0013 0.9971 0.9830
R3 0.9944 0.9902 0.9811
R2 0.9875 0.9875 0.9805
R1 0.9833 0.9833 0.9798 0.9820
PP 0.9806 0.9806 0.9806 0.9799
S1 0.9764 0.9764 0.9786 0.9751
S2 0.9737 0.9737 0.9779
S3 0.9668 0.9695 0.9773
S4 0.9599 0.9626 0.9754
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 0.9863 0.9675 0.0188 1.9% 0.0092 0.9% 62% False False 63,982
10 0.9908 0.9675 0.0233 2.4% 0.0081 0.8% 50% False False 53,057
20 0.9908 0.9573 0.0335 3.4% 0.0082 0.8% 65% False False 47,575
40 0.9923 0.9485 0.0438 4.5% 0.0090 0.9% 70% False False 25,507
60 1.0075 0.9485 0.0590 6.0% 0.0101 1.0% 52% False False 17,113
80 1.0151 0.9359 0.0792 8.1% 0.0105 1.1% 55% False False 12,927
100 1.0245 0.9359 0.0886 9.0% 0.0097 1.0% 49% False False 10,364
120 1.0544 0.9359 0.1185 12.1% 0.0091 0.9% 37% False False 8,656
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0140
2.618 1.0028
1.618 0.9959
1.000 0.9916
0.618 0.9890
HIGH 0.9847
0.618 0.9821
0.500 0.9813
0.382 0.9804
LOW 0.9778
0.618 0.9735
1.000 0.9709
1.618 0.9666
2.618 0.9597
4.250 0.9485
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 0.9813 0.9782
PP 0.9806 0.9771
S1 0.9799 0.9761

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

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