CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.0063 1.0027 -0.0036 -0.4% 0.9990
High 1.0075 1.0027 -0.0048 -0.5% 1.0060
Low 1.0039 0.9995 -0.0044 -0.4% 0.9945
Close 1.0042 1.0000 -0.0042 -0.4% 0.9990
Range 0.0036 0.0032 -0.0004 -11.1% 0.0115
ATR 0.0055 0.0054 -0.0001 -1.0% 0.0000
Volume 163 77 -86 -52.8% 458
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0103 1.0084 1.0018
R3 1.0071 1.0052 1.0009
R2 1.0039 1.0039 1.0006
R1 1.0020 1.0020 1.0003 1.0014
PP 1.0007 1.0007 1.0007 1.0004
S1 0.9988 0.9988 0.9997 0.9982
S2 0.9975 0.9975 0.9994
S3 0.9943 0.9956 0.9991
S4 0.9911 0.9924 0.9982
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0343 1.0282 1.0053
R3 1.0228 1.0167 1.0022
R2 1.0113 1.0113 1.0011
R1 1.0052 1.0052 1.0001 1.0048
PP 0.9998 0.9998 0.9998 0.9996
S1 0.9937 0.9937 0.9979 0.9933
S2 0.9883 0.9883 0.9969
S3 0.9768 0.9822 0.9958
S4 0.9653 0.9707 0.9927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 0.9945 0.0130 1.3% 0.0049 0.5% 42% False False 100
10 1.0075 0.9930 0.0145 1.5% 0.0052 0.5% 48% False False 95
20 1.0095 0.9930 0.0165 1.7% 0.0049 0.5% 42% False False 102
40 1.0110 0.9910 0.0200 2.0% 0.0042 0.4% 45% False False 84
60 1.0110 0.9710 0.0400 4.0% 0.0036 0.4% 73% False False 64
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 0.0007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 1.0111
1.618 1.0079
1.000 1.0059
0.618 1.0047
HIGH 1.0027
0.618 1.0015
0.500 1.0011
0.382 1.0007
LOW 0.9995
0.618 0.9975
1.000 0.9963
1.618 0.9943
2.618 0.9911
4.250 0.9859
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1.0011 1.0029
PP 1.0007 1.0019
S1 1.0004 1.0010

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

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