CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 0.9975 0.9968 -0.0007 -0.1% 0.9992
High 0.9989 1.0020 0.0031 0.3% 1.0030
Low 0.9975 0.9968 -0.0007 -0.1% 0.9922
Close 0.9979 1.0006 0.0027 0.3% 0.9969
Range 0.0014 0.0052 0.0038 271.4% 0.0108
ATR 0.0049 0.0049 0.0000 0.5% 0.0000
Volume 153 81 -72 -47.1% 516
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0154 1.0132 1.0035
R3 1.0102 1.0080 1.0020
R2 1.0050 1.0050 1.0016
R1 1.0028 1.0028 1.0011 1.0039
PP 0.9998 0.9998 0.9998 1.0004
S1 0.9976 0.9976 1.0001 0.9987
S2 0.9946 0.9946 0.9996
S3 0.9894 0.9924 0.9992
S4 0.9842 0.9872 0.9977
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0298 1.0241 1.0028
R3 1.0190 1.0133 0.9999
R2 1.0082 1.0082 0.9989
R1 1.0025 1.0025 0.9979 1.0000
PP 0.9974 0.9974 0.9974 0.9961
S1 0.9917 0.9917 0.9959 0.9892
S2 0.9866 0.9866 0.9949
S3 0.9758 0.9809 0.9939
S4 0.9650 0.9701 0.9910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0053 0.9951 0.0102 1.0% 0.0037 0.4% 54% False False 118
10 1.0053 0.9914 0.0139 1.4% 0.0038 0.4% 66% False False 112
20 1.0078 0.9914 0.0164 1.6% 0.0033 0.3% 56% False False 150
40 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 57% False False 164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0241
2.618 1.0156
1.618 1.0104
1.000 1.0072
0.618 1.0052
HIGH 1.0020
0.618 1.0000
0.500 0.9994
0.382 0.9988
LOW 0.9968
0.618 0.9936
1.000 0.9916
1.618 0.9884
2.618 0.9832
4.250 0.9747
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.0002 1.0010
PP 0.9998 1.0008
S1 0.9994 1.0007

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

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