CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.0040 0.9985 -0.0055 -0.5% 0.9994
High 1.0040 0.9985 -0.0055 -0.5% 1.0045
Low 1.0005 0.9930 -0.0075 -0.7% 0.9994
Close 1.0012 0.9935 -0.0077 -0.8% 1.0024
Range 0.0035 0.0055 0.0020 57.1% 0.0051
ATR 0.0046 0.0048 0.0003 5.6% 0.0000
Volume 91 115 24 26.4% 1,566
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0115 1.0080 0.9965
R3 1.0060 1.0025 0.9950
R2 1.0005 1.0005 0.9945
R1 0.9970 0.9970 0.9940 0.9960
PP 0.9950 0.9950 0.9950 0.9945
S1 0.9915 0.9915 0.9930 0.9905
S2 0.9895 0.9895 0.9925
S3 0.9840 0.9860 0.9920
S4 0.9785 0.9805 0.9905
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 0.9930 0.0148 1.5% 0.0033 0.3% 3% False True 93
10 1.0078 0.9930 0.0148 1.5% 0.0028 0.3% 3% False True 187
20 1.0086 0.9900 0.0186 1.9% 0.0032 0.3% 19% False False 242
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0219
2.618 1.0129
1.618 1.0074
1.000 1.0040
0.618 1.0019
HIGH 0.9985
0.618 0.9964
0.500 0.9958
0.382 0.9951
LOW 0.9930
0.618 0.9896
1.000 0.9875
1.618 0.9841
2.618 0.9786
4.250 0.9696
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 0.9958 0.9985
PP 0.9950 0.9968
S1 0.9943 0.9952

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

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