CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	1.0016	0.9970	-0.0046	-0.5%	1.0020
High	1.0016	0.9996	-0.0020	-0.2%	1.0044
Low	0.9933	0.9963	0.0030	0.3%	0.9933
Close	0.9949	0.9983	0.0034	0.3%	0.9949
Range	0.0083	0.0033	-0.0050	-60.2%	0.0111
ATR	0.0067	0.0066	-0.0001	-2.2%	0.0000
Volume	67	313	246	367.2%	773

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0080	1.0064	1.0001
R3	1.0047	1.0031	0.9992
R2	1.0014	1.0014	0.9989
R1	0.9998	0.9998	0.9986	1.0006
PP	0.9981	0.9981	0.9981	0.9985
S1	0.9965	0.9965	0.9980	0.9973
S2	0.9948	0.9948	0.9977
S3	0.9915	0.9932	0.9974
S4	0.9882	0.9899	0.9965

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0308	1.0240	1.0010
R3	1.0197	1.0129	0.9980
R2	1.0086	1.0086	0.9969
R1	1.0018	1.0018	0.9959	0.9997
PP	0.9975	0.9975	0.9975	0.9965
S1	0.9907	0.9907	0.9939	0.9886
S2	0.9864	0.9864	0.9929
S3	0.9753	0.9796	0.9918
S4	0.9642	0.9685	0.9888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0044	0.9933	0.0111	1.1%	0.0051	0.5%	45%	False	False	163
10	1.0044	0.9925	0.0119	1.2%	0.0056	0.6%	49%	False	False	148
20	1.0044	0.9721	0.0323	3.2%	0.0060	0.6%	81%	False	False	173
40	1.0044	0.9575	0.0469	4.7%	0.0063	0.6%	87%	False	False	151
60	1.0044	0.9484	0.0560	5.6%	0.0068	0.7%	89%	False	False	157
80	1.0058	0.9484	0.0574	5.7%	0.0065	0.6%	87%	False	False	125
100	1.0058	0.9360	0.0698	7.0%	0.0064	0.6%	89%	False	False	116
120	1.0195	0.9360	0.0835	8.4%	0.0055	0.5%	75%	False	False	102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0136
2.618	1.0082
1.618	1.0049
1.000	1.0029
0.618	1.0016
HIGH	0.9996
0.618	0.9983
0.500	0.9980
0.382	0.9976
LOW	0.9963
0.618	0.9943
1.000	0.9930
1.618	0.9910
2.618	0.9877
4.250	0.9823

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	0.9982	0.9989
PP	0.9981	0.9987
S1	0.9980	0.9985

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols