CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 0.9967 0.9973 0.0006 0.1% 0.9840
High 1.0001 0.9976 -0.0025 -0.2% 1.0007
Low 0.9947 0.9919 -0.0028 -0.3% 0.9833
Close 0.9976 0.9960 -0.0016 -0.2% 0.9976
Range 0.0054 0.0057 0.0003 5.6% 0.0174
ATR 0.0085 0.0083 -0.0002 -2.3% 0.0000
Volume 78,522 62,435 -16,087 -20.5% 406,088
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0123 1.0098 0.9991
R3 1.0066 1.0041 0.9976
R2 1.0009 1.0009 0.9970
R1 0.9984 0.9984 0.9965 0.9968
PP 0.9952 0.9952 0.9952 0.9944
S1 0.9927 0.9927 0.9955 0.9911
S2 0.9895 0.9895 0.9950
S3 0.9838 0.9870 0.9944
S4 0.9781 0.9813 0.9929
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0461 1.0392 1.0072
R3 1.0287 1.0218 1.0024
R2 1.0113 1.0113 1.0008
R1 1.0044 1.0044 0.9992 1.0079
PP 0.9939 0.9939 0.9939 0.9956
S1 0.9870 0.9870 0.9960 0.9905
S2 0.9765 0.9765 0.9944
S3 0.9591 0.9696 0.9928
S4 0.9417 0.9522 0.9880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0007 0.9842 0.0165 1.7% 0.0073 0.7% 72% False False 78,053
10 1.0007 0.9738 0.0269 2.7% 0.0078 0.8% 83% False False 75,297
20 1.0007 0.9675 0.0332 3.3% 0.0080 0.8% 86% False False 67,299
40 1.0007 0.9573 0.0434 4.4% 0.0085 0.9% 89% False False 47,417
60 1.0007 0.9485 0.0522 5.2% 0.0091 0.9% 91% False False 31,905
80 1.0075 0.9440 0.0635 6.4% 0.0099 1.0% 82% False False 24,018
100 1.0187 0.9359 0.0828 8.3% 0.0100 1.0% 73% False False 19,273
120 1.0245 0.9359 0.0886 8.9% 0.0095 1.0% 68% False False 16,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0218
2.618 1.0125
1.618 1.0068
1.000 1.0033
0.618 1.0011
HIGH 0.9976
0.618 0.9954
0.500 0.9948
0.382 0.9941
LOW 0.9919
0.618 0.9884
1.000 0.9862
1.618 0.9827
2.618 0.9770
4.250 0.9677
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 0.9956 0.9963
PP 0.9952 0.9962
S1 0.9948 0.9961

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

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