CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 0.9900 0.9950 0.0050 0.5% 0.9995
High 0.9933 1.0002 0.0069 0.7% 1.0053
Low 0.9896 0.9950 0.0054 0.5% 0.9967
Close 0.9904 1.0000 0.0096 1.0% 0.9967
Range 0.0037 0.0052 0.0015 40.5% 0.0086
ATR 0.0048 0.0052 0.0004 7.4% 0.0000
Volume 221 228 7 3.2% 594
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0140 1.0122 1.0029
R3 1.0088 1.0070 1.0014
R2 1.0036 1.0036 1.0010
R1 1.0018 1.0018 1.0005 1.0027
PP 0.9984 0.9984 0.9984 0.9989
S1 0.9966 0.9966 0.9995 0.9975
S2 0.9932 0.9932 0.9990
S3 0.9880 0.9914 0.9986
S4 0.9828 0.9862 0.9971
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 1.0002 0.9896 0.0106 1.1% 0.0035 0.3% 98% True False 118
10 1.0053 0.9896 0.0157 1.6% 0.0036 0.4% 66% False False 118
20 1.0078 0.9896 0.0182 1.8% 0.0036 0.4% 57% False False 109
40 1.0086 0.9896 0.0190 1.9% 0.0035 0.3% 55% False False 168
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0223
2.618 1.0138
1.618 1.0086
1.000 1.0054
0.618 1.0034
HIGH 1.0002
0.618 0.9982
0.500 0.9976
0.382 0.9970
LOW 0.9950
0.618 0.9918
1.000 0.9898
1.618 0.9866
2.618 0.9814
4.250 0.9729
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 0.9992 0.9983
PP 0.9984 0.9966
S1 0.9976 0.9949

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

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