CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.0055 1.0005 -0.0050 -0.5% 1.0050
High 1.0060 1.0005 -0.0055 -0.5% 1.0095
Low 1.0010 0.9965 -0.0045 -0.4% 0.9930
Close 1.0019 0.9972 -0.0047 -0.5% 0.9977
Range 0.0050 0.0040 -0.0010 -20.0% 0.0165
ATR 0.0055 0.0055 0.0000 -0.2% 0.0000
Volume 154 40 -114 -74.0% 481
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0101 1.0076 0.9994
R3 1.0061 1.0036 0.9983
R2 1.0021 1.0021 0.9979
R1 0.9996 0.9996 0.9976 0.9989
PP 0.9981 0.9981 0.9981 0.9977
S1 0.9956 0.9956 0.9968 0.9949
S2 0.9941 0.9941 0.9965
S3 0.9901 0.9916 0.9961
S4 0.9861 0.9876 0.9950
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 1.0060 0.9930 0.0130 1.3% 0.0055 0.6% 32% False False 90
10 1.0095 0.9930 0.0165 1.7% 0.0054 0.5% 25% False False 115
20 1.0110 0.9930 0.0180 1.8% 0.0049 0.5% 23% False False 100
40 1.0110 0.9910 0.0200 2.0% 0.0039 0.4% 31% False False 77
60 1.0110 0.9686 0.0424 4.3% 0.0034 0.3% 67% 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 False
Stretch 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0175
2.618 1.0110
1.618 1.0070
1.000 1.0045
0.618 1.0030
HIGH 1.0005
0.618 0.9990
0.500 0.9985
0.382 0.9980
LOW 0.9965
0.618 0.9940
1.000 0.9925
1.618 0.9900
2.618 0.9860
4.250 0.9795
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 0.9985 1.0013
PP 0.9981 0.9999
S1 0.9976 0.9986

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

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