CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 0.9994 1.0015 0.0021 0.2% 1.0025
High 1.0006 1.0045 0.0039 0.4% 1.0047
Low 0.9994 1.0015 0.0021 0.2% 0.9910
Close 1.0001 1.0024 0.0023 0.2% 1.0034
Range 0.0012 0.0030 0.0018 150.0% 0.0137
ATR 0.0047 0.0046 0.0000 -0.4% 0.0000
Volume 36 24 -12 -33.3% 594
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0118 1.0101 1.0041
R3 1.0088 1.0071 1.0032
R2 1.0058 1.0058 1.0030
R1 1.0041 1.0041 1.0027 1.0050
PP 1.0028 1.0028 1.0028 1.0032
S1 1.0011 1.0011 1.0021 1.0020
S2 0.9998 0.9998 1.0019
S3 0.9968 0.9981 1.0016
S4 0.9938 0.9951 1.0008
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0408 1.0358 1.0109
R3 1.0271 1.0221 1.0072
R2 1.0134 1.0134 1.0059
R1 1.0084 1.0084 1.0047 1.0109
PP 0.9997 0.9997 0.9997 1.0010
S1 0.9947 0.9947 1.0021 0.9972
S2 0.9860 0.9860 1.0009
S3 0.9723 0.9810 0.9996
S4 0.9586 0.9673 0.9959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0047 0.9935 0.0112 1.1% 0.0030 0.3% 79% False False 42
10 1.0086 0.9910 0.0176 1.8% 0.0032 0.3% 65% False False 271
20 1.0086 0.9900 0.0186 1.9% 0.0034 0.3% 67% False False 173
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0173
2.618 1.0124
1.618 1.0094
1.000 1.0075
0.618 1.0064
HIGH 1.0045
0.618 1.0034
0.500 1.0030
0.382 1.0026
LOW 1.0015
0.618 0.9996
1.000 0.9985
1.618 0.9966
2.618 0.9936
4.250 0.9888
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.0030 1.0023
PP 1.0028 1.0022
S1 1.0026 1.0021

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.