CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.0079 1.0055 -0.0024 -0.2% 0.9900
High 1.0086 1.0067 -0.0019 -0.2% 1.0086
Low 1.0070 1.0043 -0.0027 -0.3% 0.9900
Close 1.0078 1.0051 -0.0027 -0.3% 1.0051
Range 0.0016 0.0024 0.0008 50.0% 0.0186
ATR 0.0043 0.0042 -0.0001 -1.3% 0.0000
Volume 719 517 -202 -28.1% 2,283
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0126 1.0112 1.0064
R3 1.0102 1.0088 1.0058
R2 1.0078 1.0078 1.0055
R1 1.0064 1.0064 1.0053 1.0059
PP 1.0054 1.0054 1.0054 1.0051
S1 1.0040 1.0040 1.0049 1.0035
S2 1.0030 1.0030 1.0047
S3 1.0006 1.0016 1.0044
S4 0.9982 0.9992 1.0038
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0570 1.0497 1.0153
R3 1.0384 1.0311 1.0102
R2 1.0198 1.0198 1.0085
R1 1.0125 1.0125 1.0068 1.0162
PP 1.0012 1.0012 1.0012 1.0031
S1 0.9939 0.9939 1.0034 0.9976
S2 0.9826 0.9826 1.0017
S3 0.9640 0.9753 1.0000
S4 0.9454 0.9567 0.9949
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 1.9% 0.0038 0.4% 81% False False 456
10 1.0086 0.9900 0.0186 1.9% 0.0034 0.3% 81% False False 253
20 1.0086 0.9900 0.0186 1.9% 0.0030 0.3% 81% False False 158
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0169
2.618 1.0130
1.618 1.0106
1.000 1.0091
0.618 1.0082
HIGH 1.0067
0.618 1.0058
0.500 1.0055
0.382 1.0052
LOW 1.0043
0.618 1.0028
1.000 1.0019
1.618 1.0004
2.618 0.9980
4.250 0.9941
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.0055 1.0048
PP 1.0054 1.0046
S1 1.0052 1.0043

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.