CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.0090 1.0125 0.0035 0.3% 0.9973
High 1.0133 1.0126 -0.0007 -0.1% 1.0133
Low 1.0078 1.0082 0.0004 0.0% 0.9926
Close 1.0121 1.0095 -0.0026 -0.3% 1.0095
Range 0.0055 0.0044 -0.0011 -20.0% 0.0207
ATR 0.0065 0.0063 -0.0001 -2.3% 0.0000
Volume 1,524 1,022 -502 -32.9% 4,566
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0233 1.0208 1.0119
R3 1.0189 1.0164 1.0107
R2 1.0145 1.0145 1.0103
R1 1.0120 1.0120 1.0099 1.0111
PP 1.0101 1.0101 1.0101 1.0096
S1 1.0076 1.0076 1.0091 1.0067
S2 1.0057 1.0057 1.0087
S3 1.0013 1.0032 1.0083
S4 0.9969 0.9988 1.0071
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0672 1.0591 1.0209
R3 1.0465 1.0384 1.0152
R2 1.0258 1.0258 1.0133
R1 1.0177 1.0177 1.0114 1.0218
PP 1.0051 1.0051 1.0051 1.0072
S1 0.9970 0.9970 1.0076 1.0011
S2 0.9844 0.9844 1.0057
S3 0.9637 0.9763 1.0038
S4 0.9430 0.9556 0.9981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0133 0.9926 0.0207 2.1% 0.0062 0.6% 82% False False 913
10 1.0133 0.9926 0.0207 2.1% 0.0057 0.6% 82% False False 737
20 1.0133 0.9923 0.0210 2.1% 0.0058 0.6% 82% False False 463
40 1.0133 0.9664 0.0469 4.6% 0.0063 0.6% 92% False False 314
60 1.0133 0.9570 0.0563 5.6% 0.0064 0.6% 93% False False 255
80 1.0133 0.9484 0.0649 6.4% 0.0064 0.6% 94% False False 221
100 1.0133 0.9484 0.0649 6.4% 0.0062 0.6% 94% False False 186
120 1.0160 0.9360 0.0800 7.9% 0.0060 0.6% 92% False False 167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0313
2.618 1.0241
1.618 1.0197
1.000 1.0170
0.618 1.0153
HIGH 1.0126
0.618 1.0109
0.500 1.0104
0.382 1.0099
LOW 1.0082
0.618 1.0055
1.000 1.0038
1.618 1.0011
2.618 0.9967
4.250 0.9895
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.0104 1.0091
PP 1.0101 1.0086
S1 1.0098 1.0082

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

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