CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 0.9992 0.9987 -0.0005 -0.1% 1.0055
High 1.0021 1.0013 -0.0008 -0.1% 1.0066
Low 0.9969 0.9966 -0.0003 0.0% 0.9953
Close 1.0004 0.9976 -0.0028 -0.3% 0.9969
Range 0.0052 0.0047 -0.0005 -9.6% 0.0113
ATR 0.0075 0.0073 -0.0002 -2.7% 0.0000
Volume 62,551 82,328 19,777 31.6% 368,931
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0126 1.0098 1.0002
R3 1.0079 1.0051 0.9989
R2 1.0032 1.0032 0.9985
R1 1.0004 1.0004 0.9980 0.9995
PP 0.9985 0.9985 0.9985 0.9980
S1 0.9957 0.9957 0.9972 0.9948
S2 0.9938 0.9938 0.9967
S3 0.9891 0.9910 0.9963
S4 0.9844 0.9863 0.9950
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0335 1.0265 1.0031
R3 1.0222 1.0152 1.0000
R2 1.0109 1.0109 0.9990
R1 1.0039 1.0039 0.9979 1.0018
PP 0.9996 0.9996 0.9996 0.9985
S1 0.9926 0.9926 0.9959 0.9905
S2 0.9883 0.9883 0.9948
S3 0.9770 0.9813 0.9938
S4 0.9657 0.9700 0.9907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0066 0.9953 0.0113 1.1% 0.0060 0.6% 20% False False 74,405
10 1.0066 0.9941 0.0125 1.3% 0.0066 0.7% 28% False False 74,434
20 1.0066 0.9811 0.0255 2.6% 0.0069 0.7% 65% False False 74,487
40 1.0066 0.9582 0.0484 4.9% 0.0077 0.8% 81% False False 63,931
60 1.0066 0.9485 0.0581 5.8% 0.0084 0.8% 85% False False 45,603
80 1.0075 0.9485 0.0590 5.9% 0.0091 0.9% 83% False False 34,281
100 1.0075 0.9359 0.0716 7.2% 0.0098 1.0% 86% False False 27,503
120 1.0245 0.9359 0.0886 8.9% 0.0094 0.9% 70% False False 22,942
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0136
1.618 1.0089
1.000 1.0060
0.618 1.0042
HIGH 1.0013
0.618 0.9995
0.500 0.9990
0.382 0.9984
LOW 0.9966
0.618 0.9937
1.000 0.9919
1.618 0.9890
2.618 0.9843
4.250 0.9766
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 0.9990 0.9998
PP 0.9985 0.9991
S1 0.9981 0.9983

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

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