CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.0015 1.0035 0.0020 0.2% 1.0030
High 1.0053 1.0054 0.0001 0.0% 1.0075
Low 1.0015 1.0025 0.0010 0.1% 1.0015
Close 1.0047 1.0047 0.0000 0.0% 1.0047
Range 0.0038 0.0029 -0.0009 -23.7% 0.0060
ATR 0.0049 0.0047 -0.0001 -2.9% 0.0000
Volume 343 65 -278 -81.0% 634
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0129 1.0117 1.0063
R3 1.0100 1.0088 1.0055
R2 1.0071 1.0071 1.0052
R1 1.0059 1.0059 1.0050 1.0065
PP 1.0042 1.0042 1.0042 1.0045
S1 1.0030 1.0030 1.0044 1.0036
S2 1.0013 1.0013 1.0042
S3 0.9984 1.0001 1.0039
S4 0.9955 0.9972 1.0031
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0226 1.0196 1.0080
R3 1.0166 1.0136 1.0064
R2 1.0106 1.0106 1.0058
R1 1.0076 1.0076 1.0053 1.0091
PP 1.0046 1.0046 1.0046 1.0053
S1 1.0016 1.0016 1.0042 1.0031
S2 0.9986 0.9986 1.0036
S3 0.9926 0.9956 1.0031
S4 0.9866 0.9896 1.0014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 1.0015 0.0060 0.6% 0.0034 0.3% 53% False False 126
10 1.0080 0.9930 0.0150 1.5% 0.0046 0.5% 78% False False 113
20 1.0110 0.9910 0.0200 2.0% 0.0037 0.4% 69% False False 97
40 1.0110 0.9810 0.0300 3.0% 0.0032 0.3% 79% False False 62
60 1.0110 0.9657 0.0453 4.5% 0.0029 0.3% 86% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0177
2.618 1.0130
1.618 1.0101
1.000 1.0083
0.618 1.0072
HIGH 1.0054
0.618 1.0043
0.500 1.0040
0.382 1.0036
LOW 1.0025
0.618 1.0007
1.000 0.9996
1.618 0.9978
2.618 0.9949
4.250 0.9902
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.0045 1.0046
PP 1.0042 1.0046
S1 1.0040 1.0045

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

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