CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.0140 1.0110 -0.0030 -0.3% 1.0036
High 1.0160 1.0168 0.0008 0.1% 1.0168
Low 1.0122 1.0100 -0.0022 -0.2% 0.9987
Close 1.0133 1.0160 0.0027 0.3% 1.0160
Range 0.0038 0.0068 0.0030 78.9% 0.0181
ATR 0.0061 0.0061 0.0001 0.9% 0.0000
Volume 912 216 -696 -76.3% 2,290
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0347 1.0321 1.0197
R3 1.0279 1.0253 1.0179
R2 1.0211 1.0211 1.0172
R1 1.0185 1.0185 1.0166 1.0198
PP 1.0143 1.0143 1.0143 1.0149
S1 1.0117 1.0117 1.0154 1.0130
S2 1.0075 1.0075 1.0148
S3 1.0007 1.0049 1.0141
S4 0.9939 0.9981 1.0123
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0648 1.0585 1.0260
R3 1.0467 1.0404 1.0210
R2 1.0286 1.0286 1.0193
R1 1.0223 1.0223 1.0177 1.0255
PP 1.0105 1.0105 1.0105 1.0121
S1 1.0042 1.0042 1.0143 1.0074
S2 0.9924 0.9924 1.0127
S3 0.9743 0.9861 1.0110
S4 0.9562 0.9680 1.0060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0168 0.9987 0.0181 1.8% 0.0057 0.6% 96% True False 458
10 1.0168 0.9933 0.0235 2.3% 0.0064 0.6% 97% True False 376
20 1.0168 0.9915 0.0253 2.5% 0.0062 0.6% 97% True False 262
40 1.0168 0.9915 0.0253 2.5% 0.0057 0.6% 97% True False 183
60 1.0168 0.9910 0.0258 2.5% 0.0048 0.5% 97% True False 142
80 1.0168 0.9686 0.0482 4.7% 0.0042 0.4% 98% True False 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0457
2.618 1.0346
1.618 1.0278
1.000 1.0236
0.618 1.0210
HIGH 1.0168
0.618 1.0142
0.500 1.0134
0.382 1.0126
LOW 1.0100
0.618 1.0058
1.000 1.0032
1.618 0.9990
2.618 0.9922
4.250 0.9811
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.0151 1.0148
PP 1.0143 1.0136
S1 1.0134 1.0125

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

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