CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 0.9979 0.9922 -0.0057 -0.6% 1.0078
High 0.9980 0.9972 -0.0008 -0.1% 1.0078
Low 0.9947 0.9922 -0.0025 -0.3% 0.9914
Close 0.9949 0.9956 0.0007 0.1% 0.9955
Range 0.0033 0.0050 0.0017 51.5% 0.0164
ATR 0.0049 0.0049 0.0000 0.2% 0.0000
Volume 56 87 31 55.4% 361
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0100 1.0078 0.9984
R3 1.0050 1.0028 0.9970
R2 1.0000 1.0000 0.9965
R1 0.9978 0.9978 0.9961 0.9989
PP 0.9950 0.9950 0.9950 0.9956
S1 0.9928 0.9928 0.9951 0.9939
S2 0.9900 0.9900 0.9947
S3 0.9850 0.9878 0.9942
S4 0.9800 0.9828 0.9929
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 1.0030 0.9914 0.0116 1.2% 0.0039 0.4% 36% False False 107
10 1.0078 0.9914 0.0164 1.6% 0.0036 0.4% 26% False False 100
20 1.0078 0.9910 0.0168 1.7% 0.0033 0.3% 27% False False 174
40 1.0086 0.9900 0.0186 1.9% 0.0031 0.3% 30% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 1.0103
1.618 1.0053
1.000 1.0022
0.618 1.0003
HIGH 0.9972
0.618 0.9953
0.500 0.9947
0.382 0.9941
LOW 0.9922
0.618 0.9891
1.000 0.9872
1.618 0.9841
2.618 0.9791
4.250 0.9710
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 0.9953 0.9971
PP 0.9950 0.9966
S1 0.9947 0.9961

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

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