CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 0.9967 0.9975 0.0008 0.1% 0.9995
High 0.9967 0.9984 0.0017 0.2% 1.0053
Low 0.9967 0.9975 0.0008 0.1% 0.9967
Close 0.9967 0.9982 0.0015 0.2% 0.9967
Range 0.0000 0.0009 0.0009 0.0086
ATR 0.0048 0.0046 -0.0002 -4.6% 0.0000
Volume 66 66 0 0.0% 594
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0007 1.0004 0.9987
R3 0.9998 0.9995 0.9984
R2 0.9989 0.9989 0.9984
R1 0.9986 0.9986 0.9983 0.9988
PP 0.9980 0.9980 0.9980 0.9981
S1 0.9977 0.9977 0.9981 0.9979
S2 0.9971 0.9971 0.9980
S3 0.9962 0.9968 0.9980
S4 0.9953 0.9959 0.9977
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0254 1.0196 1.0014
R3 1.0168 1.0110 0.9991
R2 1.0082 1.0082 0.9983
R1 1.0024 1.0024 0.9975 1.0010
PP 0.9996 0.9996 0.9996 0.9989
S1 0.9938 0.9938 0.9959 0.9924
S2 0.9910 0.9910 0.9951
S3 0.9824 0.9852 0.9943
S4 0.9738 0.9766 0.9920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0051 0.9967 0.0084 0.8% 0.0022 0.2% 18% False False 101
10 1.0053 0.9922 0.0131 1.3% 0.0030 0.3% 46% False False 92
20 1.0078 0.9914 0.0164 1.6% 0.0032 0.3% 41% False False 153
40 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 44% 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 False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 1.0008
1.618 0.9999
1.000 0.9993
0.618 0.9990
HIGH 0.9984
0.618 0.9981
0.500 0.9980
0.382 0.9978
LOW 0.9975
0.618 0.9969
1.000 0.9966
1.618 0.9960
2.618 0.9951
4.250 0.9937
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 0.9981 0.9994
PP 0.9980 0.9990
S1 0.9980 0.9986

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

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