CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.0025 0.9920 -0.0105 -1.0% 0.9900
High 1.0025 0.9930 -0.0095 -0.9% 1.0086
Low 0.9980 0.9910 -0.0070 -0.7% 0.9900
Close 0.9995 0.9910 -0.0085 -0.9% 1.0051
Range 0.0045 0.0020 -0.0025 -55.6% 0.0186
ATR 0.0044 0.0047 0.0003 6.5% 0.0000
Volume 168 272 104 61.9% 2,283
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 0.9977 0.9963 0.9921
R3 0.9957 0.9943 0.9916
R2 0.9937 0.9937 0.9914
R1 0.9923 0.9923 0.9912 0.9920
PP 0.9917 0.9917 0.9917 0.9915
S1 0.9903 0.9903 0.9908 0.9900
S2 0.9897 0.9897 0.9906
S3 0.9877 0.9883 0.9905
S4 0.9857 0.9863 0.9899
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 0.9910 0.0176 1.8% 0.0035 0.4% 0% False True 500
10 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 5% False False 292
20 1.0086 0.9900 0.0186 1.9% 0.0031 0.3% 5% False False 177
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0015
2.618 0.9982
1.618 0.9962
1.000 0.9950
0.618 0.9942
HIGH 0.9930
0.618 0.9922
0.500 0.9920
0.382 0.9918
LOW 0.9910
0.618 0.9898
1.000 0.9890
1.618 0.9878
2.618 0.9858
4.250 0.9825
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 0.9920 0.9989
PP 0.9917 0.9962
S1 0.9913 0.9936

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

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