CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 0.9987 1.0030 0.0043 0.4% 0.9992
High 1.0040 1.0054 0.0014 0.1% 1.0055
Low 0.9941 1.0009 0.0068 0.7% 0.9941
Close 1.0034 1.0034 0.0000 0.0% 1.0034
Range 0.0099 0.0045 -0.0054 -54.5% 0.0114
ATR 0.0076 0.0073 -0.0002 -2.9% 0.0000
Volume 98,523 73,505 -25,018 -25.4% 409,029
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0167 1.0146 1.0059
R3 1.0122 1.0101 1.0046
R2 1.0077 1.0077 1.0042
R1 1.0056 1.0056 1.0038 1.0067
PP 1.0032 1.0032 1.0032 1.0038
S1 1.0011 1.0011 1.0030 1.0022
S2 0.9987 0.9987 1.0026
S3 0.9942 0.9966 1.0022
S4 0.9897 0.9921 1.0009
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0352 1.0307 1.0097
R3 1.0238 1.0193 1.0065
R2 1.0124 1.0124 1.0055
R1 1.0079 1.0079 1.0044 1.0102
PP 1.0010 1.0010 1.0010 1.0021
S1 0.9965 0.9965 1.0024 0.9988
S2 0.9896 0.9896 1.0013
S3 0.9782 0.9851 1.0003
S4 0.9668 0.9737 0.9971
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% 0.0064 0.6% 82% False False 81,805
10 1.0066 0.9941 0.0125 1.2% 0.0065 0.6% 74% False False 77,796
20 1.0066 0.9833 0.0233 2.3% 0.0072 0.7% 86% False False 77,898
40 1.0066 0.9675 0.0391 3.9% 0.0075 0.7% 92% False False 66,603
60 1.0066 0.9485 0.0581 5.8% 0.0083 0.8% 94% False False 49,982
80 1.0075 0.9485 0.0590 5.9% 0.0091 0.9% 93% False False 37,572
100 1.0075 0.9359 0.0716 7.1% 0.0096 1.0% 94% False False 30,130
120 1.0245 0.9359 0.0886 8.8% 0.0094 0.9% 76% False False 25,142
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 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0245
2.618 1.0172
1.618 1.0127
1.000 1.0099
0.618 1.0082
HIGH 1.0054
0.618 1.0037
0.500 1.0032
0.382 1.0026
LOW 1.0009
0.618 0.9981
1.000 0.9964
1.618 0.9936
2.618 0.9891
4.250 0.9818
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1.0033 1.0022
PP 1.0032 1.0010
S1 1.0032 0.9998

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

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