CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1.0000 0.9917 -0.0083 -0.8% 0.9943
High 1.0016 0.9941 -0.0075 -0.7% 0.9992
Low 0.9970 0.9917 -0.0053 -0.5% 0.9906
Close 0.9972 0.9940 -0.0032 -0.3% 0.9975
Range 0.0046 0.0024 -0.0022 -47.8% 0.0086
ATR 0.0040 0.0041 0.0001 2.7% 0.0000
Volume 46 50 4 8.7% 342
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0005 0.9996 0.9953
R3 0.9981 0.9972 0.9947
R2 0.9957 0.9957 0.9944
R1 0.9948 0.9948 0.9942 0.9953
PP 0.9933 0.9933 0.9933 0.9935
S1 0.9924 0.9924 0.9938 0.9929
S2 0.9909 0.9909 0.9936
S3 0.9885 0.9900 0.9933
S4 0.9861 0.9876 0.9927
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% 31% False False 50
10 1.0016 0.9900 0.0116 1.2% 0.0028 0.3% 34% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0043
2.618 1.0004
1.618 0.9980
1.000 0.9965
0.618 0.9956
HIGH 0.9941
0.618 0.9932
0.500 0.9929
0.382 0.9926
LOW 0.9917
0.618 0.9902
1.000 0.9893
1.618 0.9878
2.618 0.9854
4.250 0.9815
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 0.9936 0.9967
PP 0.9933 0.9958
S1 0.9929 0.9949

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

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