CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.0060 1.0014 -0.0046 -0.5% 0.9930
High 1.0060 1.0014 -0.0046 -0.5% 1.0110
Low 1.0000 0.9930 -0.0070 -0.7% 0.9910
Close 1.0017 0.9931 -0.0086 -0.9% 1.0072
Range 0.0060 0.0084 0.0024 40.0% 0.0200
ATR 0.0045 0.0048 0.0003 6.5% 0.0000
Volume 14 122 108 771.4% 336
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0210 1.0155 0.9977
R3 1.0126 1.0071 0.9954
R2 1.0042 1.0042 0.9946
R1 0.9987 0.9987 0.9939 0.9973
PP 0.9958 0.9958 0.9958 0.9951
S1 0.9903 0.9903 0.9923 0.9889
S2 0.9874 0.9874 0.9916
S3 0.9790 0.9819 0.9908
S4 0.9706 0.9735 0.9885
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 0.9930 0.0180 1.8% 0.0049 0.5% 1% False True 80
10 1.0110 0.9910 0.0200 2.0% 0.0042 0.4% 11% False False 91
20 1.0110 0.9910 0.0200 2.0% 0.0032 0.3% 11% False False 57
40 1.0110 0.9686 0.0424 4.3% 0.0029 0.3% 58% False False 40
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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0371
2.618 1.0234
1.618 1.0150
1.000 1.0098
0.618 1.0066
HIGH 1.0014
0.618 0.9982
0.500 0.9972
0.382 0.9962
LOW 0.9930
0.618 0.9878
1.000 0.9846
1.618 0.9794
2.618 0.9710
4.250 0.9573
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 0.9972 1.0006
PP 0.9958 0.9981
S1 0.9945 0.9956

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

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