CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 1.0060 1.0100 0.0040 0.4% 0.9962
High 1.0060 1.0110 0.0050 0.5% 1.0064
Low 1.0050 1.0083 0.0033 0.3% 0.9920
Close 1.0053 1.0108 0.0055 0.5% 1.0010
Range 0.0010 0.0027 0.0017 170.0% 0.0144
ATR 0.0051 0.0052 0.0000 0.8% 0.0000
Volume 5 29 24 480.0% 241
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0181 1.0172 1.0123
R3 1.0154 1.0145 1.0115
R2 1.0127 1.0127 1.0113
R1 1.0118 1.0118 1.0110 1.0123
PP 1.0100 1.0100 1.0100 1.0103
S1 1.0091 1.0091 1.0106 1.0096
S2 1.0073 1.0073 1.0103
S3 1.0046 1.0064 1.0101
S4 1.0019 1.0037 1.0093
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 1.0110 0.9983 0.0127 1.3% 0.0033 0.3% 98% True False 17
10 1.0110 0.9920 0.0190 1.9% 0.0037 0.4% 99% True False 65
20 1.0110 0.9896 0.0214 2.1% 0.0036 0.4% 99% True False 84
40 1.0110 0.9896 0.0214 2.1% 0.0034 0.3% 99% True False 145
60 1.0110 0.9896 0.0214 2.1% 0.0032 0.3% 99% True False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0181
1.618 1.0154
1.000 1.0137
0.618 1.0127
HIGH 1.0110
0.618 1.0100
0.500 1.0097
0.382 1.0093
LOW 1.0083
0.618 1.0066
1.000 1.0056
1.618 1.0039
2.618 1.0012
4.250 0.9968
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 1.0104 1.0091
PP 1.0100 1.0075
S1 1.0097 1.0058

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

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