CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 1.0014 0.9936 -0.0078 -0.8% 0.9930
High 1.0014 0.9980 -0.0034 -0.3% 1.0110
Low 0.9930 0.9936 0.0006 0.1% 0.9910
Close 0.9931 0.9968 0.0037 0.4% 1.0072
Range 0.0084 0.0044 -0.0040 -47.6% 0.0200
ATR 0.0048 0.0048 0.0000 0.1% 0.0000
Volume 122 192 70 57.4% 336
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0093 1.0075 0.9992
R3 1.0049 1.0031 0.9980
R2 1.0005 1.0005 0.9976
R1 0.9987 0.9987 0.9972 0.9996
PP 0.9961 0.9961 0.9961 0.9966
S1 0.9943 0.9943 0.9964 0.9952
S2 0.9917 0.9917 0.9960
S3 0.9873 0.9899 0.9956
S4 0.9829 0.9855 0.9944
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% 0.0046 0.5% 21% False False 89
10 1.0110 0.9910 0.0200 2.0% 0.0043 0.4% 29% False False 110
20 1.0110 0.9910 0.0200 2.0% 0.0034 0.3% 29% False False 66
40 1.0110 0.9710 0.0400 4.0% 0.0029 0.3% 65% False False 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 1.0095
1.618 1.0051
1.000 1.0024
0.618 1.0007
HIGH 0.9980
0.618 0.9963
0.500 0.9958
0.382 0.9953
LOW 0.9936
0.618 0.9909
1.000 0.9892
1.618 0.9865
2.618 0.9821
4.250 0.9749
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 0.9965 0.9995
PP 0.9961 0.9986
S1 0.9958 0.9977

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

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