CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1.0075 1.0050 -0.0025 -0.2% 1.0030
High 1.0075 1.0085 0.0010 0.1% 1.0075
Low 0.9994 1.0025 0.0031 0.3% 1.0015
Close 1.0044 1.0034 -0.0010 -0.1% 1.0047
Range 0.0081 0.0060 -0.0021 -25.9% 0.0060
ATR 0.0052 0.0052 0.0001 1.2% 0.0000
Volume 100 90 -10 -10.0% 634
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0228 1.0191 1.0067
R3 1.0168 1.0131 1.0051
R2 1.0108 1.0108 1.0045
R1 1.0071 1.0071 1.0040 1.0060
PP 1.0048 1.0048 1.0048 1.0042
S1 1.0011 1.0011 1.0029 1.0000
S2 0.9988 0.9988 1.0023
S3 0.9928 0.9951 1.0018
S4 0.9868 0.9891 1.0001
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% 0.0053 0.5% 40% False False 141
10 1.0095 0.9985 0.0110 1.1% 0.0047 0.5% 45% False False 109
20 1.0110 0.9910 0.0200 2.0% 0.0045 0.4% 62% False False 110
40 1.0110 0.9825 0.0285 2.8% 0.0036 0.4% 73% False False 67
60 1.0110 0.9686 0.0424 4.2% 0.0032 0.3% 82% False False 50
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0340
2.618 1.0242
1.618 1.0182
1.000 1.0145
0.618 1.0122
HIGH 1.0085
0.618 1.0062
0.500 1.0055
0.382 1.0048
LOW 1.0025
0.618 0.9988
1.000 0.9965
1.618 0.9928
2.618 0.9868
4.250 0.9770
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1.0055 1.0045
PP 1.0048 1.0041
S1 1.0041 1.0038

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

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