CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 0.9985 1.0000 0.0015 0.2% 0.9990
High 0.9995 1.0005 0.0010 0.1% 1.0060
Low 0.9945 0.9969 0.0024 0.2% 0.9945
Close 0.9979 0.9990 0.0011 0.1% 0.9990
Range 0.0050 0.0036 -0.0014 -28.0% 0.0115
ATR 0.0055 0.0054 -0.0001 -2.5% 0.0000
Volume 81 108 27 33.3% 458
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0096 1.0079 1.0010
R3 1.0060 1.0043 1.0000
R2 1.0024 1.0024 0.9997
R1 1.0007 1.0007 0.9993 0.9998
PP 0.9988 0.9988 0.9988 0.9983
S1 0.9971 0.9971 0.9987 0.9962
S2 0.9952 0.9952 0.9983
S3 0.9916 0.9935 0.9980
S4 0.9880 0.9899 0.9970
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0343 1.0282 1.0053
R3 1.0228 1.0167 1.0022
R2 1.0113 1.0113 1.0011
R1 1.0052 1.0052 1.0001 1.0048
PP 0.9998 0.9998 0.9998 0.9996
S1 0.9937 0.9937 0.9979 0.9933
S2 0.9883 0.9883 0.9969
S3 0.9768 0.9822 0.9958
S4 0.9653 0.9707 0.9927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9945 0.0115 1.2% 0.0047 0.5% 39% False False 91
10 1.0095 0.9930 0.0165 1.7% 0.0056 0.6% 36% False False 93
20 1.0095 0.9930 0.0165 1.7% 0.0051 0.5% 36% False False 103
40 1.0110 0.9910 0.0200 2.0% 0.0041 0.4% 40% False False 82
60 1.0110 0.9686 0.0424 4.2% 0.0035 0.4% 72% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0158
2.618 1.0099
1.618 1.0063
1.000 1.0041
0.618 1.0027
HIGH 1.0005
0.618 0.9991
0.500 0.9987
0.382 0.9983
LOW 0.9969
0.618 0.9947
1.000 0.9933
1.618 0.9911
2.618 0.9875
4.250 0.9816
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 0.9989 0.9985
PP 0.9988 0.9980
S1 0.9987 0.9975

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

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