CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 0.9930 0.9965 0.0035 0.4% 0.9960
High 0.9935 0.9969 0.0034 0.3% 0.9986
Low 0.9910 0.9938 0.0028 0.3% 0.9900
Close 0.9915 0.9938 0.0023 0.2% 0.9907
Range 0.0025 0.0031 0.0006 24.0% 0.0086
ATR
Volume 127 120 -7 -5.5% 285
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0041 1.0021 0.9955
R3 1.0010 0.9990 0.9947
R2 0.9979 0.9979 0.9944
R1 0.9959 0.9959 0.9941 0.9954
PP 0.9948 0.9948 0.9948 0.9946
S1 0.9928 0.9928 0.9935 0.9923
S2 0.9917 0.9917 0.9932
S3 0.9886 0.9897 0.9929
S4 0.9855 0.9866 0.9921
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0134 0.9954
R3 1.0103 1.0048 0.9931
R2 1.0017 1.0017 0.9923
R1 0.9962 0.9962 0.9915 0.9947
PP 0.9931 0.9931 0.9931 0.9923
S1 0.9876 0.9876 0.9899 0.9861
S2 0.9845 0.9845 0.9891
S3 0.9759 0.9790 0.9883
S4 0.9673 0.9704 0.9860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9986 0.9900 0.0086 0.9% 0.0018 0.2% 44% False False 90
10 0.9995 0.9900 0.0095 1.0% 0.0020 0.2% 40% False False 60
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 0.0002
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0101
2.618 1.0050
1.618 1.0019
1.000 1.0000
0.618 0.9988
HIGH 0.9969
0.618 0.9957
0.500 0.9954
0.382 0.9950
LOW 0.9938
0.618 0.9919
1.000 0.9907
1.618 0.9888
2.618 0.9857
4.250 0.9806
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 0.9954 0.9940
PP 0.9948 0.9939
S1 0.9943 0.9939

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

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