CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 1.0027 1.0000 -0.0027 -0.3% 0.9990
High 1.0027 1.0056 0.0029 0.3% 1.0060
Low 0.9995 0.9970 -0.0025 -0.3% 0.9945
Close 1.0000 1.0027 0.0027 0.3% 0.9990
Range 0.0032 0.0086 0.0054 168.8% 0.0115
ATR 0.0054 0.0057 0.0002 4.2% 0.0000
Volume 77 121 44 57.1% 458
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0276 1.0237 1.0074
R3 1.0190 1.0151 1.0051
R2 1.0104 1.0104 1.0043
R1 1.0065 1.0065 1.0035 1.0085
PP 1.0018 1.0018 1.0018 1.0027
S1 0.9979 0.9979 1.0019 0.9999
S2 0.9932 0.9932 1.0011
S3 0.9846 0.9893 1.0003
S4 0.9760 0.9807 0.9980
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 0.9969 0.0106 1.1% 0.0056 0.6% 55% False False 108
10 1.0075 0.9930 0.0145 1.4% 0.0054 0.5% 67% False False 101
20 1.0095 0.9930 0.0165 1.6% 0.0050 0.5% 59% False False 106
40 1.0110 0.9910 0.0200 2.0% 0.0043 0.4% 59% False False 87
60 1.0110 0.9710 0.0400 4.0% 0.0037 0.4% 79% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0422
2.618 1.0281
1.618 1.0195
1.000 1.0142
0.618 1.0109
HIGH 1.0056
0.618 1.0023
0.500 1.0013
0.382 1.0003
LOW 0.9970
0.618 0.9917
1.000 0.9884
1.618 0.9831
2.618 0.9745
4.250 0.9605
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.0022 1.0026
PP 1.0018 1.0024
S1 1.0013 1.0023

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

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