CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 0.9900 0.9983 0.0083 0.8% 1.0000
High 0.9955 0.9987 0.0032 0.3% 1.0016
Low 0.9900 0.9960 0.0060 0.6% 0.9917
Close 0.9951 0.9975 0.0024 0.2% 0.9935
Range 0.0055 0.0027 -0.0028 -50.9% 0.0099
ATR 0.0040 0.0039 0.0000 -0.7% 0.0000
Volume 36 186 150 416.7% 243
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0055 1.0042 0.9990
R3 1.0028 1.0015 0.9982
R2 1.0001 1.0001 0.9980
R1 0.9988 0.9988 0.9977 0.9981
PP 0.9974 0.9974 0.9974 0.9971
S1 0.9961 0.9961 0.9973 0.9954
S2 0.9947 0.9947 0.9970
S3 0.9920 0.9934 0.9968
S4 0.9893 0.9907 0.9960
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 0.9987 0.9900 0.0087 0.9% 0.0031 0.3% 86% True False 83
10 1.0016 0.9900 0.0116 1.2% 0.0035 0.4% 65% False False 74
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0102
2.618 1.0058
1.618 1.0031
1.000 1.0014
0.618 1.0004
HIGH 0.9987
0.618 0.9977
0.500 0.9974
0.382 0.9970
LOW 0.9960
0.618 0.9943
1.000 0.9933
1.618 0.9916
2.618 0.9889
4.250 0.9845
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 0.9975 0.9965
PP 0.9974 0.9954
S1 0.9974 0.9944

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

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