CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.0030 1.0065 0.0035 0.3% 1.0060
High 1.0031 1.0072 0.0041 0.4% 1.0080
Low 1.0015 1.0039 0.0024 0.2% 0.9930
Close 1.0023 1.0047 0.0024 0.2% 1.0056
Range 0.0016 0.0033 0.0017 106.3% 0.0150
ATR 0.0049 0.0049 0.0000 0.0% 0.0000
Volume 81 21 -60 -74.1% 496
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0152 1.0132 1.0065
R3 1.0119 1.0099 1.0056
R2 1.0086 1.0086 1.0053
R1 1.0066 1.0066 1.0050 1.0060
PP 1.0053 1.0053 1.0053 1.0049
S1 1.0033 1.0033 1.0044 1.0027
S2 1.0020 1.0020 1.0041
S3 0.9987 1.0000 1.0038
S4 0.9954 0.9967 1.0029
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0472 1.0414 1.0139
R3 1.0322 1.0264 1.0097
R2 1.0172 1.0172 1.0084
R1 1.0114 1.0114 1.0070 1.0068
PP 1.0022 1.0022 1.0022 0.9999
S1 0.9964 0.9964 1.0042 0.9918
S2 0.9872 0.9872 1.0029
S3 0.9722 0.9814 1.0015
S4 0.9572 0.9664 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0080 0.9936 0.0144 1.4% 0.0038 0.4% 77% False False 92
10 1.0110 0.9930 0.0180 1.8% 0.0044 0.4% 65% False False 86
20 1.0110 0.9910 0.0200 2.0% 0.0036 0.4% 69% False False 73
40 1.0110 0.9791 0.0319 3.2% 0.0031 0.3% 80% False False 49
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 1.0212
2.618 1.0158
1.618 1.0125
1.000 1.0105
0.618 1.0092
HIGH 1.0072
0.618 1.0059
0.500 1.0056
0.382 1.0052
LOW 1.0039
0.618 1.0019
1.000 1.0006
1.618 0.9986
2.618 0.9953
4.250 0.9899
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.0056 1.0048
PP 1.0053 1.0047
S1 1.0050 1.0047

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

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