CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1.0029 1.0100 0.0071 0.7% 0.9995
High 1.0089 1.0110 0.0021 0.2% 0.9995
Low 1.0029 1.0090 0.0061 0.6% 0.9940
Close 1.0069 1.0098 0.0029 0.3% 0.9953
Range 0.0060 0.0020 -0.0040 -66.7% 0.0055
ATR 0.0044 0.0044 0.0000 -0.5% 0.0000
Volume 145 57 -88 -60.7% 450
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0159 1.0149 1.0109
R3 1.0139 1.0129 1.0104
R2 1.0119 1.0119 1.0102
R1 1.0109 1.0109 1.0100 1.0104
PP 1.0099 1.0099 1.0099 1.0097
S1 1.0089 1.0089 1.0096 1.0084
S2 1.0079 1.0079 1.0094
S3 1.0059 1.0069 1.0093
S4 1.0039 1.0049 1.0087
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0128 1.0095 0.9983
R3 1.0073 1.0040 0.9968
R2 1.0018 1.0018 0.9963
R1 0.9985 0.9985 0.9958 0.9974
PP 0.9963 0.9963 0.9963 0.9957
S1 0.9930 0.9930 0.9948 0.9919
S2 0.9908 0.9908 0.9943
S3 0.9853 0.9875 0.9938
S4 0.9798 0.9820 0.9923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0110 0.9910 0.0200 2.0% 0.0038 0.4% 94% True False 138
10 1.0110 0.9910 0.0200 2.0% 0.0031 0.3% 94% True False 75
20 1.0110 0.9910 0.0200 2.0% 0.0031 0.3% 94% True False 58
40 1.0110 0.9686 0.0424 4.2% 0.0027 0.3% 97% True False 37
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0195
2.618 1.0162
1.618 1.0142
1.000 1.0130
0.618 1.0122
HIGH 1.0110
0.618 1.0102
0.500 1.0100
0.382 1.0098
LOW 1.0090
0.618 1.0078
1.000 1.0070
1.618 1.0058
2.618 1.0038
4.250 1.0005
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.0100 1.0080
PP 1.0099 1.0063
S1 1.0099 1.0045

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

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