CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 1.0050 1.0075 0.0025 0.2% 1.0030
High 1.0095 1.0075 -0.0020 -0.2% 1.0075
Low 1.0039 0.9994 -0.0045 -0.4% 1.0015
Close 1.0095 1.0044 -0.0051 -0.5% 1.0047
Range 0.0056 0.0081 0.0025 44.6% 0.0060
ATR 0.0048 0.0052 0.0004 7.9% 0.0000
Volume 107 100 -7 -6.5% 634
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0281 1.0243 1.0089
R3 1.0200 1.0162 1.0066
R2 1.0119 1.0119 1.0059
R1 1.0081 1.0081 1.0051 1.0060
PP 1.0038 1.0038 1.0038 1.0027
S1 1.0000 1.0000 1.0037 0.9979
S2 0.9957 0.9957 1.0029
S3 0.9876 0.9919 1.0022
S4 0.9795 0.9838 0.9999
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 1.0095 0.9994 0.0101 1.0% 0.0052 0.5% 50% False True 147
10 1.0095 0.9936 0.0159 1.6% 0.0045 0.4% 68% False False 120
20 1.0110 0.9910 0.0200 2.0% 0.0044 0.4% 67% False False 105
40 1.0110 0.9825 0.0285 2.8% 0.0035 0.3% 77% False False 65
60 1.0110 0.9686 0.0424 4.2% 0.0031 0.3% 84% False False 49
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 0.0004
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0419
2.618 1.0287
1.618 1.0206
1.000 1.0156
0.618 1.0125
HIGH 1.0075
0.618 1.0044
0.500 1.0035
0.382 1.0025
LOW 0.9994
0.618 0.9944
1.000 0.9913
1.618 0.9863
2.618 0.9782
4.250 0.9650
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 1.0041 1.0045
PP 1.0038 1.0044
S1 1.0035 1.0044

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

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