CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 0.9973 0.9970 -0.0003 0.0% 0.9840
High 0.9976 1.0024 0.0048 0.5% 1.0007
Low 0.9919 0.9935 0.0016 0.2% 0.9833
Close 0.9960 0.9963 0.0003 0.0% 0.9976
Range 0.0057 0.0089 0.0032 56.1% 0.0174
ATR 0.0083 0.0083 0.0000 0.5% 0.0000
Volume 62,435 80,951 18,516 29.7% 406,088
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0241 1.0191 1.0012
R3 1.0152 1.0102 0.9987
R2 1.0063 1.0063 0.9979
R1 1.0013 1.0013 0.9971 0.9994
PP 0.9974 0.9974 0.9974 0.9964
S1 0.9924 0.9924 0.9955 0.9905
S2 0.9885 0.9885 0.9947
S3 0.9796 0.9835 0.9939
S4 0.9707 0.9746 0.9914
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 1.0024 0.9842 0.0182 1.8% 0.0077 0.8% 66% True False 81,140
10 1.0024 0.9811 0.0213 2.1% 0.0073 0.7% 71% True False 74,540
20 1.0024 0.9675 0.0349 3.5% 0.0081 0.8% 83% True False 69,681
40 1.0024 0.9573 0.0451 4.5% 0.0085 0.9% 86% True False 49,362
60 1.0024 0.9485 0.0539 5.4% 0.0091 0.9% 89% True False 33,244
80 1.0075 0.9485 0.0590 5.9% 0.0098 1.0% 81% False False 25,026
100 1.0187 0.9359 0.0828 8.3% 0.0100 1.0% 73% False False 20,082
120 1.0245 0.9359 0.0886 8.9% 0.0094 0.9% 68% False False 16,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0402
2.618 1.0257
1.618 1.0168
1.000 1.0113
0.618 1.0079
HIGH 1.0024
0.618 0.9990
0.500 0.9980
0.382 0.9969
LOW 0.9935
0.618 0.9880
1.000 0.9846
1.618 0.9791
2.618 0.9702
4.250 0.9557
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 0.9980 0.9972
PP 0.9974 0.9969
S1 0.9969 0.9966

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

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