CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.0006 1.0060 0.0054 0.5% 0.9962
High 1.0029 1.0060 0.0031 0.3% 1.0064
Low 1.0006 1.0050 0.0044 0.4% 0.9920
Close 1.0021 1.0053 0.0032 0.3% 1.0010
Range 0.0023 0.0010 -0.0013 -56.5% 0.0144
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 26 5 -21 -80.8% 241
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0084 1.0079 1.0059
R3 1.0074 1.0069 1.0056
R2 1.0064 1.0064 1.0055
R1 1.0059 1.0059 1.0054 1.0057
PP 1.0054 1.0054 1.0054 1.0053
S1 1.0049 1.0049 1.0052 1.0047
S2 1.0044 1.0044 1.0051
S3 1.0034 1.0039 1.0050
S4 1.0024 1.0029 1.0048
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 1.0060 0.9983 0.0077 0.8% 0.0030 0.3% 91% True False 24
10 1.0064 0.9896 0.0168 1.7% 0.0038 0.4% 93% False False 84
20 1.0064 0.9896 0.0168 1.7% 0.0037 0.4% 93% False False 86
40 1.0086 0.9896 0.0190 1.9% 0.0035 0.3% 83% False False 165
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0103
2.618 1.0086
1.618 1.0076
1.000 1.0070
0.618 1.0066
HIGH 1.0060
0.618 1.0056
0.500 1.0055
0.382 1.0054
LOW 1.0050
0.618 1.0044
1.000 1.0040
1.618 1.0034
2.618 1.0024
4.250 1.0008
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.0055 1.0046
PP 1.0054 1.0040
S1 1.0054 1.0033

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

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