CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 1.0129 1.0125 -0.0004 0.0% 1.0006
High 1.0136 1.0125 -0.0011 -0.1% 1.0136
Low 1.0129 1.0050 -0.0079 -0.8% 1.0006
Close 1.0133 1.0067 -0.0066 -0.7% 1.0133
Range 0.0007 0.0075 0.0068 971.4% 0.0130
ATR 0.0048 0.0050 0.0003 5.2% 0.0000
Volume 5 36 31 620.0% 102
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0306 1.0261 1.0108
R3 1.0231 1.0186 1.0088
R2 1.0156 1.0156 1.0081
R1 1.0111 1.0111 1.0074 1.0096
PP 1.0081 1.0081 1.0081 1.0073
S1 1.0036 1.0036 1.0060 1.0021
S2 1.0006 1.0006 1.0053
S3 0.9931 0.9961 1.0046
S4 0.9856 0.9886 1.0026
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0437 1.0205
R3 1.0352 1.0307 1.0169
R2 1.0222 1.0222 1.0157
R1 1.0177 1.0177 1.0145 1.0200
PP 1.0092 1.0092 1.0092 1.0103
S1 1.0047 1.0047 1.0121 1.0070
S2 0.9962 0.9962 1.0109
S3 0.9832 0.9917 1.0097
S4 0.9702 0.9787 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0136 1.0050 0.0086 0.9% 0.0027 0.3% 20% False True 22
10 1.0136 0.9983 0.0153 1.5% 0.0036 0.4% 55% False False 36
20 1.0136 0.9896 0.0240 2.4% 0.0035 0.3% 71% False False 73
40 1.0136 0.9896 0.0240 2.4% 0.0034 0.3% 71% False False 112
60 1.0136 0.9896 0.0240 2.4% 0.0033 0.3% 71% False False 130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0444
2.618 1.0321
1.618 1.0246
1.000 1.0200
0.618 1.0171
HIGH 1.0125
0.618 1.0096
0.500 1.0088
0.382 1.0079
LOW 1.0050
0.618 1.0004
1.000 0.9975
1.618 0.9929
2.618 0.9854
4.250 0.9731
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 1.0088 1.0093
PP 1.0081 1.0084
S1 1.0074 1.0076

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

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