CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 1.0005 0.9987 -0.0018 -0.2% 1.0055
High 1.0055 1.0040 -0.0015 -0.1% 1.0066
Low 0.9976 0.9941 -0.0035 -0.4% 0.9953
Close 1.0000 1.0034 0.0034 0.3% 0.9969
Range 0.0079 0.0099 0.0020 25.3% 0.0113
ATR 0.0074 0.0076 0.0002 2.4% 0.0000
Volume 92,122 98,523 6,401 6.9% 368,931
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0302 1.0267 1.0088
R3 1.0203 1.0168 1.0061
R2 1.0104 1.0104 1.0052
R1 1.0069 1.0069 1.0043 1.0087
PP 1.0005 1.0005 1.0005 1.0014
S1 0.9970 0.9970 1.0025 0.9988
S2 0.9906 0.9906 1.0016
S3 0.9807 0.9871 1.0007
S4 0.9708 0.9772 0.9980
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 1.0055 0.9941 0.0114 1.1% 0.0073 0.7% 82% False True 84,193
10 1.0066 0.9941 0.0125 1.2% 0.0071 0.7% 74% False True 79,691
20 1.0066 0.9827 0.0239 2.4% 0.0072 0.7% 87% False False 77,098
40 1.0066 0.9608 0.0458 4.6% 0.0077 0.8% 93% False False 66,241
60 1.0066 0.9485 0.0581 5.8% 0.0084 0.8% 94% False False 48,760
80 1.0075 0.9485 0.0590 5.9% 0.0091 0.9% 93% False False 36,660
100 1.0075 0.9359 0.0716 7.1% 0.0097 1.0% 94% False False 29,398
120 1.0245 0.9359 0.0886 8.8% 0.0095 0.9% 76% False False 24,530
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 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0461
2.618 1.0299
1.618 1.0200
1.000 1.0139
0.618 1.0101
HIGH 1.0040
0.618 1.0002
0.500 0.9991
0.382 0.9979
LOW 0.9941
0.618 0.9880
1.000 0.9842
1.618 0.9781
2.618 0.9682
4.250 0.9520
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 1.0020 1.0022
PP 1.0005 1.0010
S1 0.9991 0.9998

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

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