CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.0035 1.0027 -0.0008 -0.1% 0.9962
High 1.0055 1.0045 -0.0010 -0.1% 1.0064
Low 0.9983 1.0010 0.0027 0.3% 0.9920
Close 0.9983 1.0010 0.0027 0.3% 1.0010
Range 0.0072 0.0035 -0.0037 -51.4% 0.0144
ATR 0.0054 0.0055 0.0001 1.0% 0.0000
Volume 7 18 11 157.1% 241
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0127 1.0103 1.0029
R3 1.0092 1.0068 1.0020
R2 1.0057 1.0057 1.0016
R1 1.0033 1.0033 1.0013 1.0028
PP 1.0022 1.0022 1.0022 1.0019
S1 0.9998 0.9998 1.0007 0.9993
S2 0.9987 0.9987 1.0004
S3 0.9952 0.9963 1.0000
S4 0.9917 0.9928 0.9991
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0430 1.0364 1.0089
R3 1.0286 1.0220 1.0050
R2 1.0142 1.0142 1.0036
R1 1.0076 1.0076 1.0023 1.0109
PP 0.9998 0.9998 0.9998 1.0015
S1 0.9932 0.9932 0.9997 0.9965
S2 0.9854 0.9854 0.9984
S3 0.9710 0.9788 0.9970
S4 0.9566 0.9644 0.9931
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% 0.0048 0.5% 63% False False 48
10 1.0064 0.9896 0.0168 1.7% 0.0043 0.4% 68% False False 89
20 1.0064 0.9896 0.0168 1.7% 0.0038 0.4% 68% False False 100
40 1.0086 0.9896 0.0190 1.9% 0.0036 0.4% 60% False False 170
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0194
2.618 1.0137
1.618 1.0102
1.000 1.0080
0.618 1.0067
HIGH 1.0045
0.618 1.0032
0.500 1.0028
0.382 1.0023
LOW 1.0010
0.618 0.9988
1.000 0.9975
1.618 0.9953
2.618 0.9918
4.250 0.9861
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.0028 1.0019
PP 1.0022 1.0016
S1 1.0016 1.0013

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

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