CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 0.9983 1.0032 0.0049 0.5% 0.9975
High 1.0064 1.0035 -0.0029 -0.3% 1.0002
Low 0.9983 1.0025 0.0042 0.4% 0.9896
Close 1.0045 1.0035 -0.0010 -0.1% 0.9962
Range 0.0081 0.0010 -0.0071 -87.7% 0.0106
ATR 0.0055 0.0053 -0.0003 -4.6% 0.0000
Volume 135 64 -71 -52.6% 655
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0062 1.0058 1.0041
R3 1.0052 1.0048 1.0038
R2 1.0042 1.0042 1.0037
R1 1.0038 1.0038 1.0036 1.0040
PP 1.0032 1.0032 1.0032 1.0033
S1 1.0028 1.0028 1.0034 1.0030
S2 1.0022 1.0022 1.0033
S3 1.0012 1.0018 1.0032
S4 1.0002 1.0008 1.0030
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 1.0064 0.9920 0.0144 1.4% 0.0041 0.4% 80% False False 114
10 1.0064 0.9896 0.0168 1.7% 0.0038 0.4% 83% False False 101
20 1.0064 0.9896 0.0168 1.7% 0.0038 0.4% 83% False False 109
40 1.0086 0.9896 0.0190 1.9% 0.0034 0.3% 73% False False 173
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0078
2.618 1.0061
1.618 1.0051
1.000 1.0045
0.618 1.0041
HIGH 1.0035
0.618 1.0031
0.500 1.0030
0.382 1.0029
LOW 1.0025
0.618 1.0019
1.000 1.0015
1.618 1.0009
2.618 0.9999
4.250 0.9983
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.0033 1.0021
PP 1.0032 1.0006
S1 1.0030 0.9992

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

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