CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 0.9985 0.9954 -0.0031 -0.3% 1.0078
High 0.9985 0.9966 -0.0019 -0.2% 1.0078
Low 0.9930 0.9914 -0.0016 -0.2% 0.9914
Close 0.9935 0.9955 0.0020 0.2% 0.9955
Range 0.0055 0.0052 -0.0003 -5.5% 0.0164
ATR 0.0048 0.0049 0.0000 0.5% 0.0000
Volume 115 85 -30 -26.1% 361
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0101 1.0080 0.9984
R3 1.0049 1.0028 0.9969
R2 0.9997 0.9997 0.9965
R1 0.9976 0.9976 0.9960 0.9987
PP 0.9945 0.9945 0.9945 0.9950
S1 0.9924 0.9924 0.9950 0.9935
S2 0.9893 0.9893 0.9945
S3 0.9841 0.9872 0.9941
S4 0.9789 0.9820 0.9926
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0474 1.0379 1.0045
R3 1.0310 1.0215 1.0000
R2 1.0146 1.0146 0.9985
R1 1.0051 1.0051 0.9970 1.0017
PP 0.9982 0.9982 0.9982 0.9965
S1 0.9887 0.9887 0.9940 0.9853
S2 0.9818 0.9818 0.9925
S3 0.9654 0.9723 0.9910
S4 0.9490 0.9559 0.9865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0078 0.9914 0.0164 1.6% 0.0039 0.4% 25% False True 72
10 1.0078 0.9914 0.0164 1.6% 0.0031 0.3% 25% False True 192
20 1.0086 0.9900 0.0186 1.9% 0.0034 0.3% 30% False False 240
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0187
2.618 1.0102
1.618 1.0050
1.000 1.0018
0.618 0.9998
HIGH 0.9966
0.618 0.9946
0.500 0.9940
0.382 0.9934
LOW 0.9914
0.618 0.9882
1.000 0.9862
1.618 0.9830
2.618 0.9778
4.250 0.9693
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 0.9950 0.9977
PP 0.9945 0.9970
S1 0.9940 0.9962

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

View Archives - Comment on this page... - Back to Index of Symbols