CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 1.0000 1.0063 0.0063 0.6% 0.9990
High 1.0074 1.0075 0.0001 0.0% 1.0060
Low 0.9982 1.0039 0.0057 0.6% 0.9945
Close 1.0074 1.0042 -0.0032 -0.3% 0.9990
Range 0.0092 0.0036 -0.0056 -60.9% 0.0115
ATR 0.0056 0.0055 -0.0001 -2.6% 0.0000
Volume 71 163 92 129.6% 458
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0160 1.0137 1.0062
R3 1.0124 1.0101 1.0052
R2 1.0088 1.0088 1.0049
R1 1.0065 1.0065 1.0045 1.0059
PP 1.0052 1.0052 1.0052 1.0049
S1 1.0029 1.0029 1.0039 1.0023
S2 1.0016 1.0016 1.0035
S3 0.9980 0.9993 1.0032
S4 0.9944 0.9957 1.0022
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 1.0075 0.9945 0.0130 1.3% 0.0051 0.5% 75% True False 92
10 1.0085 0.9930 0.0155 1.5% 0.0055 0.5% 72% False False 96
20 1.0095 0.9930 0.0165 1.6% 0.0050 0.5% 68% False False 108
40 1.0110 0.9910 0.0200 2.0% 0.0041 0.4% 66% False False 82
60 1.0110 0.9686 0.0424 4.2% 0.0036 0.4% 84% False False 63
Crabel Price Patterns
NR True
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0228
2.618 1.0169
1.618 1.0133
1.000 1.0111
0.618 1.0097
HIGH 1.0075
0.618 1.0061
0.500 1.0057
0.382 1.0053
LOW 1.0039
0.618 1.0017
1.000 1.0003
1.618 0.9981
2.618 0.9945
4.250 0.9886
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 1.0057 1.0035
PP 1.0052 1.0029
S1 1.0047 1.0022

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

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