CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 0.9950 0.9968 0.0018 0.2% 0.9975
High 1.0002 0.9968 -0.0034 -0.3% 1.0002
Low 0.9950 0.9952 0.0002 0.0% 0.9896
Close 1.0000 0.9962 -0.0038 -0.4% 0.9962
Range 0.0052 0.0016 -0.0036 -69.2% 0.0106
ATR 0.0052 0.0051 0.0000 -0.5% 0.0000
Volume 228 128 -100 -43.9% 655
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0009 1.0001 0.9971
R3 0.9993 0.9985 0.9966
R2 0.9977 0.9977 0.9965
R1 0.9969 0.9969 0.9963 0.9965
PP 0.9961 0.9961 0.9961 0.9959
S1 0.9953 0.9953 0.9961 0.9949
S2 0.9945 0.9945 0.9959
S3 0.9929 0.9937 0.9958
S4 0.9913 0.9921 0.9953
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0271 1.0223 1.0020
R3 1.0165 1.0117 0.9991
R2 1.0059 1.0059 0.9981
R1 1.0011 1.0011 0.9972 0.9982
PP 0.9953 0.9953 0.9953 0.9939
S1 0.9905 0.9905 0.9952 0.9876
S2 0.9847 0.9847 0.9943
S3 0.9741 0.9799 0.9933
S4 0.9635 0.9693 0.9904
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% 0.0038 0.4% 62% False False 131
10 1.0053 0.9896 0.0157 1.6% 0.0035 0.3% 42% False False 124
20 1.0078 0.9896 0.0182 1.8% 0.0036 0.4% 36% False False 106
40 1.0086 0.9896 0.0190 1.9% 0.0034 0.3% 35% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0036
2.618 1.0010
1.618 0.9994
1.000 0.9984
0.618 0.9978
HIGH 0.9968
0.618 0.9962
0.500 0.9960
0.382 0.9958
LOW 0.9952
0.618 0.9942
1.000 0.9936
1.618 0.9926
2.618 0.9910
4.250 0.9884
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 0.9961 0.9958
PP 0.9961 0.9953
S1 0.9960 0.9949

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

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