CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 0.9917 0.9943 0.0026 0.3% 0.9943
High 0.9941 0.9965 0.0024 0.2% 0.9992
Low 0.9917 0.9940 0.0023 0.2% 0.9906
Close 0.9940 0.9947 0.0007 0.1% 0.9975
Range 0.0024 0.0025 0.0001 4.2% 0.0086
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 50 10 -40 -80.0% 342
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0026 1.0011 0.9961
R3 1.0001 0.9986 0.9954
R2 0.9976 0.9976 0.9952
R1 0.9961 0.9961 0.9949 0.9969
PP 0.9951 0.9951 0.9951 0.9954
S1 0.9936 0.9936 0.9945 0.9944
S2 0.9926 0.9926 0.9942
S3 0.9901 0.9911 0.9940
S4 0.9876 0.9886 0.9933
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% 0.0039 0.4% 37% False False 28
10 1.0016 0.9900 0.0116 1.2% 0.0028 0.3% 41% False False 59
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 1.0071
2.618 1.0030
1.618 1.0005
1.000 0.9990
0.618 0.9980
HIGH 0.9965
0.618 0.9955
0.500 0.9953
0.382 0.9950
LOW 0.9940
0.618 0.9925
1.000 0.9915
1.618 0.9900
2.618 0.9875
4.250 0.9834
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 0.9953 0.9967
PP 0.9951 0.9960
S1 0.9949 0.9954

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

View Archives - Comment on this page... - Back to Index of Symbols