CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.0065 1.0075 0.0010 0.1% 1.0060
High 1.0072 1.0075 0.0003 0.0% 1.0080
Low 1.0039 1.0020 -0.0019 -0.2% 0.9930
Close 1.0047 1.0027 -0.0020 -0.2% 1.0056
Range 0.0033 0.0055 0.0022 66.7% 0.0150
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 21 124 103 490.5% 496
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0206 1.0171 1.0057
R3 1.0151 1.0116 1.0042
R2 1.0096 1.0096 1.0037
R1 1.0061 1.0061 1.0032 1.0051
PP 1.0041 1.0041 1.0041 1.0036
S1 1.0006 1.0006 1.0022 0.9996
S2 0.9986 0.9986 1.0017
S3 0.9931 0.9951 1.0012
S4 0.9876 0.9896 0.9997
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 0.9985 0.0095 0.9% 0.0041 0.4% 44% False False 78
10 1.0110 0.9930 0.0180 1.8% 0.0043 0.4% 54% False False 84
20 1.0110 0.9910 0.0200 2.0% 0.0038 0.4% 59% False False 78
40 1.0110 0.9800 0.0310 3.1% 0.0032 0.3% 73% False False 51
60 1.0110 0.9585 0.0525 5.2% 0.0029 0.3% 84% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0309
2.618 1.0219
1.618 1.0164
1.000 1.0130
0.618 1.0109
HIGH 1.0075
0.618 1.0054
0.500 1.0048
0.382 1.0041
LOW 1.0020
0.618 0.9986
1.000 0.9965
1.618 0.9931
2.618 0.9876
4.250 0.9786
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.0048 1.0045
PP 1.0041 1.0039
S1 1.0034 1.0033

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

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