CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.0050 1.0020 -0.0030 -0.3% 1.0030
High 1.0085 1.0020 -0.0065 -0.6% 1.0075
Low 1.0025 0.9955 -0.0070 -0.7% 1.0015
Close 1.0034 0.9956 -0.0078 -0.8% 1.0047
Range 0.0060 0.0065 0.0005 8.3% 0.0060
ATR 0.0052 0.0054 0.0002 3.7% 0.0000
Volume 90 55 -35 -38.9% 634
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0172 1.0129 0.9992
R3 1.0107 1.0064 0.9974
R2 1.0042 1.0042 0.9968
R1 0.9999 0.9999 0.9962 0.9988
PP 0.9977 0.9977 0.9977 0.9972
S1 0.9934 0.9934 0.9950 0.9923
S2 0.9912 0.9912 0.9944
S3 0.9847 0.9869 0.9938
S4 0.9782 0.9804 0.9920
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 0.9955 0.0140 1.4% 0.0058 0.6% 1% False True 83
10 1.0095 0.9955 0.0140 1.4% 0.0046 0.5% 1% False True 110
20 1.0110 0.9910 0.0200 2.0% 0.0047 0.5% 23% False False 112
40 1.0110 0.9890 0.0220 2.2% 0.0036 0.4% 30% False False 68
60 1.0110 0.9686 0.0424 4.3% 0.0033 0.3% 64% False False 51
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0296
2.618 1.0190
1.618 1.0125
1.000 1.0085
0.618 1.0060
HIGH 1.0020
0.618 0.9995
0.500 0.9988
0.382 0.9980
LOW 0.9955
0.618 0.9915
1.000 0.9890
1.618 0.9850
2.618 0.9785
4.250 0.9679
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 0.9988 1.0020
PP 0.9977 0.9999
S1 0.9967 0.9977

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

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