CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.0081 1.0060 -0.0021 -0.2% 0.9930
High 1.0081 1.0060 -0.0021 -0.2% 1.0110
Low 1.0060 1.0000 -0.0060 -0.6% 0.9910
Close 1.0072 1.0017 -0.0055 -0.5% 1.0072
Range 0.0021 0.0060 0.0039 185.7% 0.0200
ATR 0.0043 0.0045 0.0002 4.7% 0.0000
Volume 64 14 -50 -78.1% 336
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0206 1.0171 1.0050
R3 1.0146 1.0111 1.0034
R2 1.0086 1.0086 1.0028
R1 1.0051 1.0051 1.0023 1.0039
PP 1.0026 1.0026 1.0026 1.0019
S1 0.9991 0.9991 1.0012 0.9979
S2 0.9966 0.9966 1.0006
S3 0.9906 0.9931 1.0001
S4 0.9846 0.9871 0.9984
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0631 1.0551 1.0182
R3 1.0431 1.0351 1.0127
R2 1.0231 1.0231 1.0109
R1 1.0151 1.0151 1.0090 1.0191
PP 1.0031 1.0031 1.0031 1.0051
S1 0.9951 0.9951 1.0054 0.9991
S2 0.9831 0.9831 1.0035
S3 0.9631 0.9751 1.0017
S4 0.9431 0.9551 0.9962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0110 0.9980 0.0130 1.3% 0.0040 0.4% 28% False False 68
10 1.0110 0.9910 0.0200 2.0% 0.0034 0.3% 54% False False 80
20 1.0110 0.9910 0.0200 2.0% 0.0029 0.3% 54% False False 60
40 1.0110 0.9686 0.0424 4.2% 0.0028 0.3% 78% False False 38
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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0217
1.618 1.0157
1.000 1.0120
0.618 1.0097
HIGH 1.0060
0.618 1.0037
0.500 1.0030
0.382 1.0023
LOW 1.0000
0.618 0.9963
1.000 0.9940
1.618 0.9903
2.618 0.9843
4.250 0.9745
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.0030 1.0055
PP 1.0026 1.0042
S1 1.0021 1.0030

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

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