CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 0.9920 0.9935 0.0015 0.2% 0.9900
High 0.9930 0.9950 0.0020 0.2% 1.0086
Low 0.9910 0.9935 0.0025 0.3% 0.9900
Close 0.9910 0.9947 0.0037 0.4% 1.0051
Range 0.0020 0.0015 -0.0005 -25.0% 0.0186
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume 272 62 -210 -77.2% 2,283
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 0.9989 0.9983 0.9955
R3 0.9974 0.9968 0.9951
R2 0.9959 0.9959 0.9950
R1 0.9953 0.9953 0.9948 0.9956
PP 0.9944 0.9944 0.9944 0.9946
S1 0.9938 0.9938 0.9946 0.9941
S2 0.9929 0.9929 0.9944
S3 0.9914 0.9923 0.9943
S4 0.9899 0.9908 0.9939
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% 0.0024 0.2% 21% False False 347
10 1.0086 0.9900 0.0186 1.9% 0.0032 0.3% 25% False False 293
20 1.0086 0.9900 0.0186 1.9% 0.0030 0.3% 25% False False 176
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 0.0004
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0014
2.618 0.9989
1.618 0.9974
1.000 0.9965
0.618 0.9959
HIGH 0.9950
0.618 0.9944
0.500 0.9943
0.382 0.9941
LOW 0.9935
0.618 0.9926
1.000 0.9920
1.618 0.9911
2.618 0.9896
4.250 0.9871
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 0.9946 0.9968
PP 0.9944 0.9961
S1 0.9943 0.9954

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

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