CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 0.9798 0.9802 0.0004 0.0% 0.9697
High 0.9847 0.9826 -0.0021 -0.2% 0.9847
Low 0.9777 0.9711 -0.0066 -0.7% 0.9675
Close 0.9801 0.9755 -0.0046 -0.5% 0.9755
Range 0.0070 0.0115 0.0045 64.3% 0.0172
ATR 0.0088 0.0090 0.0002 2.2% 0.0000
Volume 62,310 76,374 14,064 22.6% 317,547
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0109 1.0047 0.9818
R3 0.9994 0.9932 0.9787
R2 0.9879 0.9879 0.9776
R1 0.9817 0.9817 0.9766 0.9791
PP 0.9764 0.9764 0.9764 0.9751
S1 0.9702 0.9702 0.9744 0.9676
S2 0.9649 0.9649 0.9734
S3 0.9534 0.9587 0.9723
S4 0.9419 0.9472 0.9692
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0275 1.0187 0.9850
R3 1.0103 1.0015 0.9802
R2 0.9931 0.9931 0.9787
R1 0.9843 0.9843 0.9771 0.9887
PP 0.9759 0.9759 0.9759 0.9781
S1 0.9671 0.9671 0.9739 0.9715
S2 0.9587 0.9587 0.9723
S3 0.9415 0.9499 0.9708
S4 0.9243 0.9327 0.9660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9675 0.0172 1.8% 0.0086 0.9% 47% False False 63,509
10 0.9908 0.9675 0.0233 2.4% 0.0081 0.8% 34% False False 59,301
20 0.9908 0.9582 0.0326 3.3% 0.0081 0.8% 53% False False 50,915
40 0.9923 0.9485 0.0438 4.5% 0.0091 0.9% 62% False False 28,968
60 1.0075 0.9485 0.0590 6.0% 0.0099 1.0% 46% False False 19,410
80 1.0075 0.9359 0.0716 7.3% 0.0106 1.1% 55% False False 14,654
100 1.0245 0.9359 0.0886 9.1% 0.0097 1.0% 45% False False 11,749
120 1.0544 0.9359 0.1185 12.1% 0.0093 0.9% 33% False False 9,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0127
1.618 1.0012
1.000 0.9941
0.618 0.9897
HIGH 0.9826
0.618 0.9782
0.500 0.9769
0.382 0.9755
LOW 0.9711
0.618 0.9640
1.000 0.9596
1.618 0.9525
2.618 0.9410
4.250 0.9222
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 0.9769 0.9779
PP 0.9764 0.9771
S1 0.9760 0.9763

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

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