CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 0.9943 0.9951 0.0008 0.1% 0.9974
High 0.9963 0.9955 -0.0008 -0.1% 1.0020
Low 0.9943 0.9935 -0.0008 -0.1% 0.9927
Close 0.9961 0.9935 -0.0026 -0.3% 0.9927
Range 0.0020 0.0020 0.0000 0.0% 0.0093
ATR 0.0044 0.0043 -0.0001 -2.9% 0.0000
Volume 50 20 -30 -60.0% 281
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0002 0.9988 0.9946
R3 0.9982 0.9968 0.9941
R2 0.9962 0.9962 0.9939
R1 0.9948 0.9948 0.9937 0.9945
PP 0.9942 0.9942 0.9942 0.9940
S1 0.9928 0.9928 0.9933 0.9925
S2 0.9922 0.9922 0.9931
S3 0.9902 0.9908 0.9930
S4 0.9882 0.9888 0.9924
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0237 1.0175 0.9978
R3 1.0144 1.0082 0.9953
R2 1.0051 1.0051 0.9944
R1 0.9989 0.9989 0.9936 0.9974
PP 0.9958 0.9958 0.9958 0.9950
S1 0.9896 0.9896 0.9918 0.9881
S2 0.9865 0.9865 0.9910
S3 0.9772 0.9803 0.9901
S4 0.9679 0.9710 0.9876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0020 0.9927 0.0093 0.9% 0.0025 0.3% 9% False False 29
10 1.0020 0.9917 0.0103 1.0% 0.0027 0.3% 17% False False 38
20 1.0020 0.9800 0.0220 2.2% 0.0026 0.3% 61% False False 25
40 1.0020 0.9585 0.0435 4.4% 0.0024 0.2% 80% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.0040
2.618 1.0007
1.618 0.9987
1.000 0.9975
0.618 0.9967
HIGH 0.9955
0.618 0.9947
0.500 0.9945
0.382 0.9943
LOW 0.9935
0.618 0.9923
1.000 0.9915
1.618 0.9903
2.618 0.9883
4.250 0.9850
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 0.9945 0.9945
PP 0.9942 0.9942
S1 0.9938 0.9938

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

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