CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 1.0000 1.0010 0.0010 0.1% 1.0000
High 1.0005 1.0010 0.0005 0.0% 1.0075
Low 0.9964 0.9917 -0.0047 -0.5% 0.9970
Close 1.0004 0.9927 -0.0077 -0.8% 0.9988
Range 0.0041 0.0093 0.0052 126.8% 0.0105
ATR 0.0055 0.0058 0.0003 5.0% 0.0000
Volume 51 113 62 121.6% 675
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0230 1.0172 0.9978
R3 1.0137 1.0079 0.9953
R2 1.0044 1.0044 0.9944
R1 0.9986 0.9986 0.9936 0.9969
PP 0.9951 0.9951 0.9951 0.9943
S1 0.9893 0.9893 0.9918 0.9876
S2 0.9858 0.9858 0.9910
S3 0.9765 0.9800 0.9901
S4 0.9672 0.9707 0.9876
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0326 1.0262 1.0046
R3 1.0221 1.0157 1.0017
R2 1.0116 1.0116 1.0007
R1 1.0052 1.0052 0.9998 1.0032
PP 1.0011 1.0011 1.0011 1.0001
S1 0.9947 0.9947 0.9978 0.9927
S2 0.9906 0.9906 0.9969
S3 0.9801 0.9842 0.9959
S4 0.9696 0.9737 0.9930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0056 0.9917 0.0139 1.4% 0.0059 0.6% 7% False True 121
10 1.0075 0.9917 0.0158 1.6% 0.0055 0.6% 6% False True 106
20 1.0095 0.9917 0.0178 1.8% 0.0055 0.6% 6% False True 115
40 1.0110 0.9910 0.0200 2.0% 0.0046 0.5% 9% False False 94
60 1.0110 0.9791 0.0319 3.2% 0.0039 0.4% 43% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.0405
2.618 1.0253
1.618 1.0160
1.000 1.0103
0.618 1.0067
HIGH 1.0010
0.618 0.9974
0.500 0.9964
0.382 0.9953
LOW 0.9917
0.618 0.9860
1.000 0.9824
1.618 0.9767
2.618 0.9674
4.250 0.9522
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 0.9964 0.9970
PP 0.9951 0.9956
S1 0.9939 0.9941

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

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