CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	1.0000	1.0078	0.0078	0.8%	0.9994
High	1.0024	1.0078	0.0054	0.5%	1.0045
Low	1.0000	1.0073	0.0073	0.7%	0.9994
Close	1.0024	1.0074	0.0050	0.5%	1.0024
Range	0.0024	0.0005	-0.0019	-79.2%	0.0051
ATR	0.0042	0.0043	0.0001	2.0%	0.0000
Volume	189	56	-133	-70.4%	1,566

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0090	1.0087	1.0077
R3	1.0085	1.0082	1.0075
R2	1.0080	1.0080	1.0075
R1	1.0077	1.0077	1.0074	1.0076
PP	1.0075	1.0075	1.0075	1.0075
S1	1.0072	1.0072	1.0074	1.0071
S2	1.0070	1.0070	1.0073
S3	1.0065	1.0067	1.0073
S4	1.0060	1.0062	1.0071

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0174	1.0150	1.0052
R3	1.0123	1.0099	1.0038
R2	1.0072	1.0072	1.0033
R1	1.0048	1.0048	1.0029	1.0060
PP	1.0021	1.0021	1.0021	1.0027
S1	0.9997	0.9997	1.0019	1.0009
S2	0.9970	0.9970	1.0015
S3	0.9919	0.9946	1.0010
S4	0.9868	0.9895	0.9996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0078	0.9999	0.0079	0.8%	0.0023	0.2%	95%	True	False	317
10	1.0078	0.9910	0.0168	1.7%	0.0025	0.3%	98%	True	False	204
20	1.0086	0.9900	0.0186	1.8%	0.0030	0.3%	94%	False	False	237

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	0.0002
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1.0099
2.618	1.0091
1.618	1.0086
1.000	1.0083
0.618	1.0081
HIGH	1.0078
0.618	1.0076
0.500	1.0076
0.382	1.0075
LOW	1.0073
0.618	1.0070
1.000	1.0068
1.618	1.0065
2.618	1.0060
4.250	1.0052

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	1.0076	1.0062
PP	1.0075	1.0050
S1	1.0075	1.0039

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