CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.0032 1.0035 0.0003 0.0% 0.9975
High 1.0035 1.0055 0.0020 0.2% 1.0002
Low 1.0025 0.9983 -0.0042 -0.4% 0.9896
Close 1.0035 0.9983 -0.0052 -0.5% 0.9962
Range 0.0010 0.0072 0.0062 620.0% 0.0106
ATR 0.0053 0.0054 0.0001 2.6% 0.0000
Volume 64 7 -57 -89.1% 655
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0223 1.0175 1.0023
R3 1.0151 1.0103 1.0003
R2 1.0079 1.0079 0.9996
R1 1.0031 1.0031 0.9990 1.0019
PP 1.0007 1.0007 1.0007 1.0001
S1 0.9959 0.9959 0.9976 0.9947
S2 0.9935 0.9935 0.9970
S3 0.9863 0.9887 0.9963
S4 0.9791 0.9815 0.9943
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% 0.0045 0.4% 44% False False 70
10 1.0064 0.9896 0.0168 1.7% 0.0040 0.4% 52% False False 94
20 1.0064 0.9896 0.0168 1.7% 0.0039 0.4% 52% False False 103
40 1.0086 0.9896 0.0190 1.9% 0.0036 0.4% 46% False False 173
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0361
2.618 1.0243
1.618 1.0171
1.000 1.0127
0.618 1.0099
HIGH 1.0055
0.618 1.0027
0.500 1.0019
0.382 1.0011
LOW 0.9983
0.618 0.9939
1.000 0.9911
1.618 0.9867
2.618 0.9795
4.250 0.9677
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.0019 1.0024
PP 1.0007 1.0010
S1 0.9995 0.9997

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

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