CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 0.9832 0.9867 0.0035 0.4% 0.9697
High 0.9878 0.9917 0.0039 0.4% 0.9847
Low 0.9811 0.9860 0.0049 0.5% 0.9675
Close 0.9864 0.9871 0.0007 0.1% 0.9755
Range 0.0067 0.0057 -0.0010 -14.9% 0.0172
ATR 0.0091 0.0089 -0.0002 -2.7% 0.0000
Volume 64,984 73,439 8,455 13.0% 317,547
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0054 1.0019 0.9902
R3 0.9997 0.9962 0.9887
R2 0.9940 0.9940 0.9881
R1 0.9905 0.9905 0.9876 0.9923
PP 0.9883 0.9883 0.9883 0.9891
S1 0.9848 0.9848 0.9866 0.9866
S2 0.9826 0.9826 0.9861
S3 0.9769 0.9791 0.9855
S4 0.9712 0.9734 0.9840
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 0.9917 0.9711 0.0206 2.1% 0.0089 0.9% 78% True False 73,126
10 0.9917 0.9675 0.0242 2.5% 0.0090 0.9% 81% True False 68,554
20 0.9917 0.9608 0.0309 3.1% 0.0081 0.8% 85% True False 55,384
40 0.9923 0.9485 0.0438 4.4% 0.0091 0.9% 88% False False 34,592
60 1.0075 0.9485 0.0590 6.0% 0.0098 1.0% 65% False False 23,181
80 1.0075 0.9359 0.0716 7.3% 0.0103 1.0% 72% False False 17,473
100 1.0245 0.9359 0.0886 9.0% 0.0099 1.0% 58% False False 14,016
120 1.0443 0.9359 0.1084 11.0% 0.0094 1.0% 47% False False 11,702
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0159
2.618 1.0066
1.618 1.0009
1.000 0.9974
0.618 0.9952
HIGH 0.9917
0.618 0.9895
0.500 0.9889
0.382 0.9882
LOW 0.9860
0.618 0.9825
1.000 0.9803
1.618 0.9768
2.618 0.9711
4.250 0.9618
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 0.9889 0.9857
PP 0.9883 0.9842
S1 0.9877 0.9828

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

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