CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1.0000 1.0079 0.0079 0.8% 1.0000
High 1.0070 1.0086 0.0016 0.2% 1.0016
Low 1.0000 1.0070 0.0070 0.7% 0.9917
Close 1.0049 1.0078 0.0029 0.3% 0.9935
Range 0.0070 0.0016 -0.0054 -77.1% 0.0099
ATR 0.0043 0.0043 0.0000 -1.0% 0.0000
Volume 825 719 -106 -12.8% 243
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0126 1.0118 1.0087
R3 1.0110 1.0102 1.0082
R2 1.0094 1.0094 1.0081
R1 1.0086 1.0086 1.0079 1.0082
PP 1.0078 1.0078 1.0078 1.0076
S1 1.0070 1.0070 1.0077 1.0066
S2 1.0062 1.0062 1.0075
S3 1.0046 1.0054 1.0074
S4 1.0030 1.0038 1.0069
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 1.0086 0.9900 0.0186 1.8% 0.0038 0.4% 96% True False 380
10 1.0086 0.9900 0.0186 1.8% 0.0038 0.4% 96% True False 204
20 1.0086 0.9900 0.0186 1.8% 0.0029 0.3% 96% True False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0154
2.618 1.0128
1.618 1.0112
1.000 1.0102
0.618 1.0096
HIGH 1.0086
0.618 1.0080
0.500 1.0078
0.382 1.0076
LOW 1.0070
0.618 1.0060
1.000 1.0054
1.618 1.0044
2.618 1.0028
4.250 1.0002
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.0078 1.0060
PP 1.0078 1.0041
S1 1.0078 1.0023

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

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