CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.0095 1.0088 -0.0007 -0.1% 1.0095
High 1.0127 1.0100 -0.0027 -0.3% 1.0127
Low 1.0058 1.0051 -0.0007 -0.1% 0.9968
Close 1.0098 1.0065 -0.0033 -0.3% 1.0098
Range 0.0069 0.0049 -0.0020 -29.0% 0.0159
ATR 0.0072 0.0071 -0.0002 -2.3% 0.0000
Volume 110,018 75,746 -34,272 -31.2% 495,415
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0219 1.0191 1.0092
R3 1.0170 1.0142 1.0078
R2 1.0121 1.0121 1.0074
R1 1.0093 1.0093 1.0069 1.0083
PP 1.0072 1.0072 1.0072 1.0067
S1 1.0044 1.0044 1.0061 1.0034
S2 1.0023 1.0023 1.0056
S3 0.9974 0.9995 1.0052
S4 0.9925 0.9946 1.0038
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0541 1.0479 1.0185
R3 1.0382 1.0320 1.0142
R2 1.0223 1.0223 1.0127
R1 1.0161 1.0161 1.0113 1.0192
PP 1.0064 1.0064 1.0064 1.0080
S1 1.0002 1.0002 1.0083 1.0033
S2 0.9905 0.9905 1.0069
S3 0.9746 0.9843 1.0054
S4 0.9587 0.9684 1.0011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0127 0.9968 0.0159 1.6% 0.0073 0.7% 61% False False 98,448
10 1.0157 0.9968 0.0189 1.9% 0.0071 0.7% 51% False False 98,462
20 1.0157 0.9941 0.0216 2.1% 0.0067 0.7% 57% False False 92,736
40 1.0157 0.9711 0.0446 4.4% 0.0072 0.7% 79% False False 84,112
60 1.0157 0.9573 0.0584 5.8% 0.0075 0.7% 84% False False 72,366
80 1.0157 0.9485 0.0672 6.7% 0.0081 0.8% 86% False False 55,586
100 1.0157 0.9485 0.0672 6.7% 0.0088 0.9% 86% False False 44,533
120 1.0157 0.9359 0.0798 7.9% 0.0094 0.9% 88% False False 37,173
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 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0308
2.618 1.0228
1.618 1.0179
1.000 1.0149
0.618 1.0130
HIGH 1.0100
0.618 1.0081
0.500 1.0076
0.382 1.0070
LOW 1.0051
0.618 1.0021
1.000 1.0002
1.618 0.9972
2.618 0.9923
4.250 0.9843
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.0076 1.0067
PP 1.0072 1.0066
S1 1.0069 1.0066

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

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