CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.0025 1.0004 -0.0021 -0.2% 1.0025
High 1.0025 1.0030 0.0005 0.0% 1.0047
Low 1.0001 0.9999 -0.0002 0.0% 0.9910
Close 1.0004 1.0024 0.0020 0.2% 1.0034
Range 0.0024 0.0031 0.0007 29.2% 0.0137
ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000
Volume 14 1,303 1,289 9,207.1% 594
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0111 1.0098 1.0041
R3 1.0080 1.0067 1.0033
R2 1.0049 1.0049 1.0030
R1 1.0036 1.0036 1.0027 1.0043
PP 1.0018 1.0018 1.0018 1.0021
S1 1.0005 1.0005 1.0021 1.0012
S2 0.9987 0.9987 1.0018
S3 0.9956 0.9974 1.0015
S4 0.9925 0.9943 1.0007
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 0.9994 0.0053 0.5% 0.0022 0.2% 57% False False 281
10 1.0067 0.9910 0.0157 1.6% 0.0029 0.3% 73% False False 248
20 1.0086 0.9900 0.0186 1.9% 0.0034 0.3% 67% False False 226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0162
2.618 1.0111
1.618 1.0080
1.000 1.0061
0.618 1.0049
HIGH 1.0030
0.618 1.0018
0.500 1.0015
0.382 1.0011
LOW 0.9999
0.618 0.9980
1.000 0.9968
1.618 0.9949
2.618 0.9918
4.250 0.9867
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.0021 1.0023
PP 1.0018 1.0023
S1 1.0015 1.0022

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

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