CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 1.0078 1.0009 -0.0069 -0.7% 0.9994
High 1.0078 1.0029 -0.0049 -0.5% 1.0045
Low 1.0073 0.9983 -0.0090 -0.9% 0.9994
Close 1.0074 1.0022 -0.0052 -0.5% 1.0024
Range 0.0005 0.0046 0.0041 820.0% 0.0051
ATR 0.0043 0.0047 0.0003 7.9% 0.0000
Volume 56 14 -42 -75.0% 1,566
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0149 1.0132 1.0047
R3 1.0103 1.0086 1.0035
R2 1.0057 1.0057 1.0030
R1 1.0040 1.0040 1.0026 1.0049
PP 1.0011 1.0011 1.0011 1.0016
S1 0.9994 0.9994 1.0018 1.0003
S2 0.9965 0.9965 1.0014
S3 0.9919 0.9948 1.0009
S4 0.9873 0.9902 0.9997
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 0.9983 0.0095 0.9% 0.0026 0.3% 41% False True 315
10 1.0078 0.9935 0.0143 1.4% 0.0028 0.3% 61% False False 179
20 1.0086 0.9900 0.0186 1.9% 0.0030 0.3% 66% False False 235
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0149
1.618 1.0103
1.000 1.0075
0.618 1.0057
HIGH 1.0029
0.618 1.0011
0.500 1.0006
0.382 1.0001
LOW 0.9983
0.618 0.9955
1.000 0.9937
1.618 0.9909
2.618 0.9863
4.250 0.9788
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 1.0017 1.0031
PP 1.0011 1.0028
S1 1.0006 1.0025

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

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