CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 0.9992 1.0000 0.0008 0.1% 0.9943
High 0.9992 1.0016 0.0024 0.2% 0.9992
Low 0.9961 0.9970 0.0009 0.1% 0.9906
Close 0.9975 0.9972 -0.0003 0.0% 0.9975
Range 0.0031 0.0046 0.0015 48.4% 0.0086
ATR 0.0039 0.0040 0.0000 1.2% 0.0000
Volume 6 46 40 666.7% 342
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0124 1.0094 0.9997
R3 1.0078 1.0048 0.9985
R2 1.0032 1.0032 0.9980
R1 1.0002 1.0002 0.9976 0.9994
PP 0.9986 0.9986 0.9986 0.9982
S1 0.9956 0.9956 0.9968 0.9948
S2 0.9940 0.9940 0.9964
S3 0.9894 0.9910 0.9959
S4 0.9848 0.9864 0.9947
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 1.0016 0.9906 0.0110 1.1% 0.0040 0.4% 60% True False 66
10 1.0016 0.9900 0.0116 1.2% 0.0028 0.3% 62% True False 63
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0212
2.618 1.0136
1.618 1.0090
1.000 1.0062
0.618 1.0044
HIGH 1.0016
0.618 0.9998
0.500 0.9993
0.382 0.9988
LOW 0.9970
0.618 0.9942
1.000 0.9924
1.618 0.9896
2.618 0.9850
4.250 0.9775
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 0.9993 0.9968
PP 0.9986 0.9965
S1 0.9979 0.9961

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

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