CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 0.9906 0.9992 0.0086 0.9% 0.9943
High 0.9974 0.9992 0.0018 0.2% 0.9992
Low 0.9906 0.9961 0.0055 0.6% 0.9906
Close 0.9974 0.9975 0.0001 0.0% 0.9975
Range 0.0068 0.0031 -0.0037 -54.4% 0.0086
ATR 0.0000 0.0039 0.0039 0.0000
Volume 31 6 -25 -80.6% 342
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0069 1.0053 0.9992
R3 1.0038 1.0022 0.9984
R2 1.0007 1.0007 0.9981
R1 0.9991 0.9991 0.9978 0.9984
PP 0.9976 0.9976 0.9976 0.9972
S1 0.9960 0.9960 0.9972 0.9953
S2 0.9945 0.9945 0.9969
S3 0.9914 0.9929 0.9966
S4 0.9883 0.9898 0.9958
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0216 1.0181 1.0022
R3 1.0130 1.0095 0.9999
R2 1.0044 1.0044 0.9991
R1 1.0009 1.0009 0.9983 1.0027
PP 0.9958 0.9958 0.9958 0.9966
S1 0.9923 0.9923 0.9967 0.9941
S2 0.9872 0.9872 0.9959
S3 0.9786 0.9837 0.9951
S4 0.9700 0.9751 0.9928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9992 0.9906 0.0086 0.9% 0.0034 0.3% 80% True False 68
10 0.9992 0.9900 0.0092 0.9% 0.0025 0.3% 82% True False 62
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0124
2.618 1.0073
1.618 1.0042
1.000 1.0023
0.618 1.0011
HIGH 0.9992
0.618 0.9980
0.500 0.9977
0.382 0.9973
LOW 0.9961
0.618 0.9942
1.000 0.9930
1.618 0.9911
2.618 0.9880
4.250 0.9829
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 0.9977 0.9966
PP 0.9976 0.9958
S1 0.9976 0.9949

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

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