CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.0100 1.0117 0.0017 0.2% 0.9962
High 1.0110 1.0118 0.0008 0.1% 1.0064
Low 1.0083 1.0100 0.0017 0.2% 0.9920
Close 1.0108 1.0107 -0.0001 0.0% 1.0010
Range 0.0027 0.0018 -0.0009 -33.3% 0.0144
ATR 0.0052 0.0049 -0.0002 -4.7% 0.0000
Volume 29 37 8 27.6% 241
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0162 1.0153 1.0117
R3 1.0144 1.0135 1.0112
R2 1.0126 1.0126 1.0110
R1 1.0117 1.0117 1.0109 1.0113
PP 1.0108 1.0108 1.0108 1.0106
S1 1.0099 1.0099 1.0105 1.0095
S2 1.0090 1.0090 1.0104
S3 1.0072 1.0081 1.0102
S4 1.0054 1.0063 1.0097
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 1.0118 1.0006 0.0112 1.1% 0.0023 0.2% 90% True False 23
10 1.0118 0.9920 0.0198 2.0% 0.0034 0.3% 94% True False 46
20 1.0118 0.9896 0.0222 2.2% 0.0035 0.3% 95% True False 82
40 1.0118 0.9896 0.0222 2.2% 0.0034 0.3% 95% True False 128
60 1.0118 0.9896 0.0222 2.2% 0.0032 0.3% 95% True False 129
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0195
2.618 1.0165
1.618 1.0147
1.000 1.0136
0.618 1.0129
HIGH 1.0118
0.618 1.0111
0.500 1.0109
0.382 1.0107
LOW 1.0100
0.618 1.0089
1.000 1.0082
1.618 1.0071
2.618 1.0053
4.250 1.0024
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.0109 1.0099
PP 1.0108 1.0092
S1 1.0108 1.0084

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

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