CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 0.9935 0.9957 0.0022 0.2% 0.9900
High 0.9950 1.0035 0.0085 0.9% 1.0086
Low 0.9935 0.9957 0.0022 0.2% 0.9900
Close 0.9947 1.0035 0.0088 0.9% 1.0051
Range 0.0015 0.0078 0.0063 420.0% 0.0186
ATR 0.0047 0.0050 0.0003 6.3% 0.0000
Volume 62 60 -2 -3.2% 2,283
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0243 1.0217 1.0078
R3 1.0165 1.0139 1.0056
R2 1.0087 1.0087 1.0049
R1 1.0061 1.0061 1.0042 1.0074
PP 1.0009 1.0009 1.0009 1.0016
S1 0.9983 0.9983 1.0028 0.9996
S2 0.9931 0.9931 1.0021
S3 0.9853 0.9905 1.0014
S4 0.9775 0.9827 0.9992
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 1.0067 0.9910 0.0157 1.6% 0.0036 0.4% 80% False False 215
10 1.0086 0.9900 0.0186 1.9% 0.0037 0.4% 73% False False 298
20 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 73% False False 178
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 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0367
2.618 1.0239
1.618 1.0161
1.000 1.0113
0.618 1.0083
HIGH 1.0035
0.618 1.0005
0.500 0.9996
0.382 0.9987
LOW 0.9957
0.618 0.9909
1.000 0.9879
1.618 0.9831
2.618 0.9753
4.250 0.9626
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.0022 1.0014
PP 1.0009 0.9993
S1 0.9996 0.9973

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

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