CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 1.0005 0.9985 -0.0020 -0.2% 1.0050
High 1.0005 0.9995 -0.0010 -0.1% 1.0095
Low 0.9965 0.9945 -0.0020 -0.2% 0.9930
Close 0.9972 0.9979 0.0007 0.1% 0.9977
Range 0.0040 0.0050 0.0010 25.0% 0.0165
ATR 0.0055 0.0055 0.0000 -0.7% 0.0000
Volume 40 81 41 102.5% 481
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0123 1.0101 1.0007
R3 1.0073 1.0051 0.9993
R2 1.0023 1.0023 0.9988
R1 1.0001 1.0001 0.9984 0.9987
PP 0.9973 0.9973 0.9973 0.9966
S1 0.9951 0.9951 0.9974 0.9937
S2 0.9923 0.9923 0.9970
S3 0.9873 0.9901 0.9965
S4 0.9823 0.9851 0.9952
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0496 1.0401 1.0068
R3 1.0331 1.0236 1.0022
R2 1.0166 1.0166 1.0007
R1 1.0071 1.0071 0.9992 1.0036
PP 1.0001 1.0001 1.0001 0.9983
S1 0.9906 0.9906 0.9962 0.9871
S2 0.9836 0.9836 0.9947
S3 0.9671 0.9741 0.9932
S4 0.9506 0.9576 0.9886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9930 0.0130 1.3% 0.0052 0.5% 38% False False 95
10 1.0095 0.9930 0.0165 1.7% 0.0055 0.6% 30% False False 89
20 1.0095 0.9930 0.0165 1.7% 0.0050 0.5% 30% False False 101
40 1.0110 0.9910 0.0200 2.0% 0.0040 0.4% 35% False False 79
60 1.0110 0.9686 0.0424 4.2% 0.0035 0.3% 69% False False 58
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0208
2.618 1.0126
1.618 1.0076
1.000 1.0045
0.618 1.0026
HIGH 0.9995
0.618 0.9976
0.500 0.9970
0.382 0.9964
LOW 0.9945
0.618 0.9914
1.000 0.9895
1.618 0.9864
2.618 0.9814
4.250 0.9733
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 0.9976 1.0003
PP 0.9973 0.9995
S1 0.9970 0.9987

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

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