CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 0.9998 1.0008 0.0010 0.1% 1.0059
High 1.0021 1.0054 0.0033 0.3% 1.0090
Low 0.9945 1.0006 0.0061 0.6% 0.9974
Close 1.0008 1.0034 0.0026 0.3% 0.9992
Range 0.0076 0.0048 -0.0028 -36.8% 0.0116
ATR 0.0070 0.0068 -0.0002 -2.2% 0.0000
Volume 100,230 92,025 -8,205 -8.2% 360,842
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0175 1.0153 1.0060
R3 1.0127 1.0105 1.0047
R2 1.0079 1.0079 1.0043
R1 1.0057 1.0057 1.0038 1.0068
PP 1.0031 1.0031 1.0031 1.0037
S1 1.0009 1.0009 1.0030 1.0020
S2 0.9983 0.9983 1.0025
S3 0.9935 0.9961 1.0021
S4 0.9887 0.9913 1.0008
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0367 1.0295 1.0056
R3 1.0251 1.0179 1.0024
R2 1.0135 1.0135 1.0013
R1 1.0063 1.0063 1.0003 1.0041
PP 1.0019 1.0019 1.0019 1.0008
S1 0.9947 0.9947 0.9981 0.9925
S2 0.9903 0.9903 0.9971
S3 0.9787 0.9831 0.9960
S4 0.9671 0.9715 0.9928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0054 0.9945 0.0109 1.1% 0.0057 0.6% 82% True False 90,080
10 1.0090 0.9941 0.0149 1.5% 0.0063 0.6% 62% False False 89,957
20 1.0090 0.9935 0.0155 1.5% 0.0066 0.7% 64% False False 82,127
40 1.0090 0.9675 0.0415 4.1% 0.0073 0.7% 87% False False 74,713
60 1.0090 0.9573 0.0517 5.2% 0.0079 0.8% 89% False False 58,987
80 1.0090 0.9485 0.0605 6.0% 0.0085 0.8% 91% False False 44,461
100 1.0090 0.9440 0.0650 6.5% 0.0093 0.9% 91% False False 35,640
120 1.0187 0.9359 0.0828 8.3% 0.0094 0.9% 82% False False 29,749
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0258
2.618 1.0180
1.618 1.0132
1.000 1.0102
0.618 1.0084
HIGH 1.0054
0.618 1.0036
0.500 1.0030
0.382 1.0024
LOW 1.0006
0.618 0.9976
1.000 0.9958
1.618 0.9928
2.618 0.9880
4.250 0.9802
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 1.0033 1.0023
PP 1.0031 1.0011
S1 1.0030 1.0000

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

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