CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.0015 1.0025 0.0010 0.1% 1.0025
High 1.0045 1.0025 -0.0020 -0.2% 1.0047
Low 1.0015 1.0001 -0.0014 -0.1% 0.9910
Close 1.0024 1.0004 -0.0020 -0.2% 1.0034
Range 0.0030 0.0024 -0.0006 -20.0% 0.0137
ATR 0.0046 0.0045 -0.0002 -3.4% 0.0000
Volume 24 14 -10 -41.7% 594
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0082 1.0067 1.0017
R3 1.0058 1.0043 1.0011
R2 1.0034 1.0034 1.0008
R1 1.0019 1.0019 1.0006 1.0015
PP 1.0010 1.0010 1.0010 1.0008
S1 0.9995 0.9995 1.0002 0.9991
S2 0.9986 0.9986 1.0000
S3 0.9962 0.9971 0.9997
S4 0.9938 0.9947 0.9991
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 0.9957 0.0090 0.9% 0.0031 0.3% 52% False False 33
10 1.0086 0.9910 0.0176 1.8% 0.0028 0.3% 53% False False 190
20 1.0086 0.9900 0.0186 1.9% 0.0034 0.3% 56% False False 167
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0127
2.618 1.0088
1.618 1.0064
1.000 1.0049
0.618 1.0040
HIGH 1.0025
0.618 1.0016
0.500 1.0013
0.382 1.0010
LOW 1.0001
0.618 0.9986
1.000 0.9977
1.618 0.9962
2.618 0.9938
4.250 0.9899
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.0013 1.0020
PP 1.0010 1.0014
S1 1.0007 1.0009

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

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