CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 0.9995 0.9970 -0.0025 -0.3% 0.9943
High 0.9995 0.9970 -0.0025 -0.3% 0.9995
Low 0.9990 0.9940 -0.0050 -0.5% 0.9935
Close 0.9990 0.9960 -0.0030 -0.3% 0.9994
Range 0.0005 0.0030 0.0025 500.0% 0.0060
ATR 0.0039 0.0039 0.0001 2.1% 0.0000
Volume 5 2 -3 -60.0% 135
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0047 1.0033 0.9977
R3 1.0017 1.0003 0.9968
R2 0.9987 0.9987 0.9966
R1 0.9973 0.9973 0.9963 0.9965
PP 0.9957 0.9957 0.9957 0.9953
S1 0.9943 0.9943 0.9957 0.9935
S2 0.9927 0.9927 0.9955
S3 0.9897 0.9913 0.9952
S4 0.9867 0.9883 0.9944
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0155 1.0134 1.0027
R3 1.0095 1.0074 1.0011
R2 1.0035 1.0035 1.0005
R1 1.0014 1.0014 1.0000 1.0025
PP 0.9975 0.9975 0.9975 0.9980
S1 0.9954 0.9954 0.9989 0.9965
S2 0.9915 0.9915 0.9983
S3 0.9855 0.9894 0.9978
S4 0.9795 0.9834 0.9961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9995 0.9940 0.0055 0.6% 0.0024 0.2% 36% False True 14
10 1.0020 0.9927 0.0093 0.9% 0.0025 0.2% 35% False False 21
20 1.0020 0.9825 0.0195 2.0% 0.0027 0.3% 69% False False 25
40 1.0020 0.9686 0.0334 3.4% 0.0025 0.3% 82% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 1.0049
1.618 1.0019
1.000 1.0000
0.618 0.9989
HIGH 0.9970
0.618 0.9959
0.500 0.9955
0.382 0.9951
LOW 0.9940
0.618 0.9921
1.000 0.9910
1.618 0.9891
2.618 0.9861
4.250 0.9813
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 0.9958 0.9968
PP 0.9957 0.9965
S1 0.9955 0.9963

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

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