CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 0.9995 0.9955 -0.0040 -0.4% 0.9974
High 0.9995 0.9995 0.0000 0.0% 1.0020
Low 0.9958 0.9955 -0.0003 0.0% 0.9927
Close 0.9958 0.9993 0.0035 0.4% 0.9927
Range 0.0037 0.0040 0.0003 8.1% 0.0093
ATR 0.0044 0.0044 0.0000 -0.6% 0.0000
Volume 31 7 -24 -77.4% 281
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0101 1.0087 1.0015
R3 1.0061 1.0047 1.0004
R2 1.0021 1.0021 1.0000
R1 1.0007 1.0007 0.9997 1.0014
PP 0.9981 0.9981 0.9981 0.9985
S1 0.9967 0.9967 0.9989 0.9974
S2 0.9941 0.9941 0.9986
S3 0.9901 0.9927 0.9982
S4 0.9861 0.9887 0.9971
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 0.9995 0.9927 0.0068 0.7% 0.0031 0.3% 97% True False 34
10 1.0020 0.9917 0.0103 1.0% 0.0033 0.3% 74% False False 42
20 1.0020 0.9810 0.0210 2.1% 0.0027 0.3% 87% False False 26
40 1.0020 0.9657 0.0363 3.6% 0.0025 0.3% 93% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0165
2.618 1.0100
1.618 1.0060
1.000 1.0035
0.618 1.0020
HIGH 0.9995
0.618 0.9980
0.500 0.9975
0.382 0.9970
LOW 0.9955
0.618 0.9930
1.000 0.9915
1.618 0.9890
2.618 0.9850
4.250 0.9785
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 0.9987 0.9984
PP 0.9981 0.9974
S1 0.9975 0.9965

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

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