CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1.0000 1.0023 0.0023 0.2% 1.0000
High 1.0056 1.0023 -0.0033 -0.3% 1.0075
Low 0.9970 0.9980 0.0010 0.1% 0.9970
Close 1.0027 0.9988 -0.0039 -0.4% 0.9988
Range 0.0086 0.0043 -0.0043 -50.0% 0.0105
ATR 0.0057 0.0056 -0.0001 -1.2% 0.0000
Volume 121 243 122 100.8% 675
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0126 1.0100 1.0012
R3 1.0083 1.0057 1.0000
R2 1.0040 1.0040 0.9996
R1 1.0014 1.0014 0.9992 1.0006
PP 0.9997 0.9997 0.9997 0.9993
S1 0.9971 0.9971 0.9984 0.9963
S2 0.9954 0.9954 0.9980
S3 0.9911 0.9928 0.9976
S4 0.9868 0.9885 0.9964
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0326 1.0262 1.0046
R3 1.0221 1.0157 1.0017
R2 1.0116 1.0116 1.0007
R1 1.0052 1.0052 0.9998 1.0032
PP 1.0011 1.0011 1.0011 1.0001
S1 0.9947 0.9947 0.9978 0.9927
S2 0.9906 0.9906 0.9969
S3 0.9801 0.9842 0.9959
S4 0.9696 0.9737 0.9930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 0.9970 0.0105 1.1% 0.0058 0.6% 17% False False 135
10 1.0075 0.9945 0.0130 1.3% 0.0053 0.5% 33% False False 113
20 1.0095 0.9930 0.0165 1.7% 0.0051 0.5% 35% False False 112
40 1.0110 0.9910 0.0200 2.0% 0.0044 0.4% 39% False False 93
60 1.0110 0.9710 0.0400 4.0% 0.0037 0.4% 70% False False 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0206
2.618 1.0136
1.618 1.0093
1.000 1.0066
0.618 1.0050
HIGH 1.0023
0.618 1.0007
0.500 1.0002
0.382 0.9996
LOW 0.9980
0.618 0.9953
1.000 0.9937
1.618 0.9910
2.618 0.9867
4.250 0.9797
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1.0002 1.0013
PP 0.9997 1.0005
S1 0.9993 0.9996

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

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