CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 0.9957 0.9900 -0.0057 -0.6% 1.0000
High 0.9957 0.9955 -0.0002 0.0% 1.0016
Low 0.9935 0.9900 -0.0035 -0.4% 0.9917
Close 0.9935 0.9951 0.0016 0.2% 0.9935
Range 0.0022 0.0055 0.0033 150.0% 0.0099
ATR 0.0038 0.0040 0.0001 3.1% 0.0000
Volume 137 36 -101 -73.7% 243
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0100 1.0081 0.9981
R3 1.0045 1.0026 0.9966
R2 0.9990 0.9990 0.9961
R1 0.9971 0.9971 0.9956 0.9981
PP 0.9935 0.9935 0.9935 0.9940
S1 0.9916 0.9916 0.9946 0.9926
S2 0.9880 0.9880 0.9941
S3 0.9825 0.9861 0.9936
S4 0.9770 0.9806 0.9921
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0253 1.0193 0.9989
R3 1.0154 1.0094 0.9962
R2 1.0055 1.0055 0.9953
R1 0.9995 0.9995 0.9944 0.9976
PP 0.9956 0.9956 0.9956 0.9946
S1 0.9896 0.9896 0.9926 0.9877
S2 0.9857 0.9857 0.9917
S3 0.9758 0.9797 0.9908
S4 0.9659 0.9698 0.9881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0016 0.9900 0.0116 1.2% 0.0034 0.3% 44% False True 55
10 1.0016 0.9900 0.0116 1.2% 0.0034 0.3% 44% False True 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0189
2.618 1.0099
1.618 1.0044
1.000 1.0010
0.618 0.9989
HIGH 0.9955
0.618 0.9934
0.500 0.9928
0.382 0.9921
LOW 0.9900
0.618 0.9866
1.000 0.9845
1.618 0.9811
2.618 0.9756
4.250 0.9666
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 0.9943 0.9945
PP 0.9935 0.9939
S1 0.9928 0.9933

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

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