CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 0.9990 1.0055 0.0065 0.7% 1.0050
High 1.0050 1.0060 0.0010 0.1% 1.0095
Low 0.9990 1.0010 0.0020 0.2% 0.9930
Close 1.0037 1.0019 -0.0018 -0.2% 0.9977
Range 0.0060 0.0050 -0.0010 -16.7% 0.0165
ATR 0.0056 0.0055 0.0000 -0.7% 0.0000
Volume 75 154 79 105.3% 481
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0180 1.0149 1.0047
R3 1.0130 1.0099 1.0033
R2 1.0080 1.0080 1.0028
R1 1.0049 1.0049 1.0024 1.0040
PP 1.0030 1.0030 1.0030 1.0025
S1 0.9999 0.9999 1.0014 0.9990
S2 0.9980 0.9980 1.0010
S3 0.9930 0.9949 1.0005
S4 0.9880 0.9899 0.9992
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0496 1.0401 1.0068
R3 1.0331 1.0236 1.0022
R2 1.0166 1.0166 1.0007
R1 1.0071 1.0071 0.9992 1.0036
PP 1.0001 1.0001 1.0001 0.9983
S1 0.9906 0.9906 0.9962 0.9871
S2 0.9836 0.9836 0.9947
S3 0.9671 0.9741 0.9932
S4 0.9506 0.9576 0.9886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0085 0.9930 0.0155 1.5% 0.0059 0.6% 57% False False 100
10 1.0095 0.9930 0.0165 1.6% 0.0055 0.6% 54% False False 124
20 1.0110 0.9930 0.0180 1.8% 0.0050 0.5% 49% False False 105
40 1.0110 0.9910 0.0200 2.0% 0.0039 0.4% 55% False False 77
60 1.0110 0.9686 0.0424 4.2% 0.0034 0.3% 79% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0191
1.618 1.0141
1.000 1.0110
0.618 1.0091
HIGH 1.0060
0.618 1.0041
0.500 1.0035
0.382 1.0029
LOW 1.0010
0.618 0.9979
1.000 0.9960
1.618 0.9929
2.618 0.9879
4.250 0.9798
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1.0035 1.0011
PP 1.0030 1.0003
S1 1.0024 0.9995

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

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