CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 0.9728 0.9671 -0.0057 -0.6% 0.9710
High 0.9728 0.9804 0.0076 0.8% 0.9804
Low 0.9620 0.9671 0.0051 0.5% 0.9620
Close 0.9625 0.9797 0.0172 1.8% 0.9797
Range 0.0108 0.0133 0.0025 23.1% 0.0184
ATR 0.0065 0.0074 0.0008 12.4% 0.0000
Volume 322 293 -29 -9.0% 1,239
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0110 0.9870
R3 1.0023 0.9977 0.9834
R2 0.9890 0.9890 0.9821
R1 0.9844 0.9844 0.9809 0.9867
PP 0.9757 0.9757 0.9757 0.9769
S1 0.9711 0.9711 0.9785 0.9734
S2 0.9624 0.9624 0.9773
S3 0.9491 0.9578 0.9760
S4 0.9358 0.9445 0.9724
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0292 1.0229 0.9898
R3 1.0108 1.0045 0.9848
R2 0.9924 0.9924 0.9831
R1 0.9861 0.9861 0.9814 0.9893
PP 0.9740 0.9740 0.9740 0.9756
S1 0.9677 0.9677 0.9780 0.9709
S2 0.9556 0.9556 0.9763
S3 0.9372 0.9493 0.9746
S4 0.9188 0.9309 0.9696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9804 0.9620 0.0184 1.9% 0.0075 0.8% 96% True False 247
10 0.9804 0.9620 0.0184 1.9% 0.0071 0.7% 96% True False 230
20 0.9804 0.9545 0.0259 2.6% 0.0065 0.7% 97% True False 236
40 1.0065 0.9545 0.0520 5.3% 0.0060 0.6% 48% False False 211
60 1.0136 0.9545 0.0591 6.0% 0.0052 0.5% 43% False False 162
80 1.0136 0.9545 0.0591 6.0% 0.0047 0.5% 43% False False 159
100 1.0136 0.9545 0.0591 6.0% 0.0044 0.5% 43% False False 163
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 0.0007
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 1.0369
2.618 1.0152
1.618 1.0019
1.000 0.9937
0.618 0.9886
HIGH 0.9804
0.618 0.9753
0.500 0.9738
0.382 0.9722
LOW 0.9671
0.618 0.9589
1.000 0.9538
1.618 0.9456
2.618 0.9323
4.250 0.9106
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 0.9777 0.9769
PP 0.9757 0.9740
S1 0.9738 0.9712

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

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