CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 1.0000 1.0000 0.0000 0.0% 0.9990
High 1.0005 1.0074 0.0069 0.7% 1.0060
Low 0.9969 0.9982 0.0013 0.1% 0.9945
Close 0.9990 1.0074 0.0084 0.8% 0.9990
Range 0.0036 0.0092 0.0056 155.6% 0.0115
ATR 0.0054 0.0056 0.0003 5.1% 0.0000
Volume 108 71 -37 -34.3% 458
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0319 1.0289 1.0125
R3 1.0227 1.0197 1.0099
R2 1.0135 1.0135 1.0091
R1 1.0105 1.0105 1.0082 1.0120
PP 1.0043 1.0043 1.0043 1.0051
S1 1.0013 1.0013 1.0066 1.0028
S2 0.9951 0.9951 1.0057
S3 0.9859 0.9921 1.0049
S4 0.9767 0.9829 1.0023
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 1.0074 0.9945 0.0129 1.3% 0.0054 0.5% 100% True False 90
10 1.0085 0.9930 0.0155 1.5% 0.0059 0.6% 93% False False 90
20 1.0095 0.9930 0.0165 1.6% 0.0052 0.5% 87% False False 106
40 1.0110 0.9910 0.0200 2.0% 0.0041 0.4% 82% False False 83
60 1.0110 0.9686 0.0424 4.2% 0.0036 0.4% 92% False False 61
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 0.0009
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.0465
2.618 1.0315
1.618 1.0223
1.000 1.0166
0.618 1.0131
HIGH 1.0074
0.618 1.0039
0.500 1.0028
0.382 1.0017
LOW 0.9982
0.618 0.9925
1.000 0.9890
1.618 0.9833
2.618 0.9741
4.250 0.9591
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1.0059 1.0053
PP 1.0043 1.0031
S1 1.0028 1.0010

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

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