CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 0.9983 1.0000 0.0017 0.2% 1.0000
High 0.9987 1.0070 0.0083 0.8% 1.0016
Low 0.9960 1.0000 0.0040 0.4% 0.9917
Close 0.9975 1.0049 0.0074 0.7% 0.9935
Range 0.0027 0.0070 0.0043 159.3% 0.0099
ATR 0.0039 0.0043 0.0004 10.1% 0.0000
Volume 186 825 639 343.5% 243
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0250 1.0219 1.0088
R3 1.0180 1.0149 1.0068
R2 1.0110 1.0110 1.0062
R1 1.0079 1.0079 1.0055 1.0095
PP 1.0040 1.0040 1.0040 1.0047
S1 1.0009 1.0009 1.0043 1.0025
S2 0.9970 0.9970 1.0036
S3 0.9900 0.9939 1.0030
S4 0.9830 0.9869 1.0011
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 1.0070 0.9900 0.0170 1.7% 0.0040 0.4% 88% True False 238
10 1.0070 0.9900 0.0170 1.7% 0.0040 0.4% 88% True False 144
20 1.0070 0.9900 0.0170 1.7% 0.0029 0.3% 88% True False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0368
2.618 1.0253
1.618 1.0183
1.000 1.0140
0.618 1.0113
HIGH 1.0070
0.618 1.0043
0.500 1.0035
0.382 1.0027
LOW 1.0000
0.618 0.9957
1.000 0.9930
1.618 0.9887
2.618 0.9817
4.250 0.9703
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 1.0044 1.0028
PP 1.0040 1.0006
S1 1.0035 0.9985

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

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