CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 0.9980 0.9950 -0.0030 -0.3% 1.0125
High 0.9980 0.9950 -0.0030 -0.3% 1.0125
Low 0.9930 0.9900 -0.0030 -0.3% 0.9986
Close 0.9963 0.9938 -0.0025 -0.3% 0.9989
Range 0.0050 0.0050 0.0000 0.0% 0.0139
ATR 0.0054 0.0054 0.0001 1.3% 0.0000
Volume 71 49 -22 -31.0% 265
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.0079 1.0059 0.9966
R3 1.0029 1.0009 0.9952
R2 0.9979 0.9979 0.9947
R1 0.9959 0.9959 0.9943 0.9944
PP 0.9929 0.9929 0.9929 0.9922
S1 0.9909 0.9909 0.9933 0.9894
S2 0.9879 0.9879 0.9929
S3 0.9829 0.9859 0.9924
S4 0.9779 0.9809 0.9911
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0450 1.0359 1.0065
R3 1.0311 1.0220 1.0027
R2 1.0172 1.0172 1.0014
R1 1.0081 1.0081 1.0002 1.0057
PP 1.0033 1.0033 1.0033 1.0022
S1 0.9942 0.9942 0.9976 0.9918
S2 0.9894 0.9894 0.9964
S3 0.9755 0.9803 0.9951
S4 0.9616 0.9664 0.9913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9900 0.0197 2.0% 0.0054 0.5% 19% False True 118
10 1.0136 0.9900 0.0236 2.4% 0.0046 0.5% 16% False True 84
20 1.0136 0.9900 0.0236 2.4% 0.0041 0.4% 16% False True 75
40 1.0136 0.9896 0.0240 2.4% 0.0038 0.4% 18% False False 119
60 1.0136 0.9896 0.0240 2.4% 0.0037 0.4% 18% False False 135
Crabel Price Patterns
NR False
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 False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 1.0081
1.618 1.0031
1.000 1.0000
0.618 0.9981
HIGH 0.9950
0.618 0.9931
0.500 0.9925
0.382 0.9919
LOW 0.9900
0.618 0.9869
1.000 0.9850
1.618 0.9819
2.618 0.9769
4.250 0.9688
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 0.9934 0.9959
PP 0.9929 0.9952
S1 0.9925 0.9945

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

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