CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 0.9954 0.9992 0.0038 0.4% 1.0078
High 0.9966 1.0030 0.0064 0.6% 1.0078
Low 0.9914 0.9992 0.0078 0.8% 0.9914
Close 0.9955 1.0016 0.0061 0.6% 0.9955
Range 0.0052 0.0038 -0.0014 -26.9% 0.0164
ATR 0.0049 0.0051 0.0002 3.9% 0.0000
Volume 85 254 169 198.8% 361
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0127 1.0109 1.0037
R3 1.0089 1.0071 1.0026
R2 1.0051 1.0051 1.0023
R1 1.0033 1.0033 1.0019 1.0042
PP 1.0013 1.0013 1.0013 1.0017
S1 0.9995 0.9995 1.0013 1.0004
S2 0.9975 0.9975 1.0009
S3 0.9937 0.9957 1.0006
S4 0.9899 0.9919 0.9995
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0474 1.0379 1.0045
R3 1.0310 1.0215 1.0000
R2 1.0146 1.0146 0.9985
R1 1.0051 1.0051 0.9970 1.0017
PP 0.9982 0.9982 0.9982 0.9965
S1 0.9887 0.9887 0.9940 0.9853
S2 0.9818 0.9818 0.9925
S3 0.9654 0.9723 0.9910
S4 0.9490 0.9559 0.9865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0040 0.9914 0.0126 1.3% 0.0045 0.5% 81% False False 111
10 1.0078 0.9914 0.0164 1.6% 0.0034 0.3% 62% False False 214
20 1.0086 0.9910 0.0176 1.8% 0.0033 0.3% 60% False False 251
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0192
2.618 1.0129
1.618 1.0091
1.000 1.0068
0.618 1.0053
HIGH 1.0030
0.618 1.0015
0.500 1.0011
0.382 1.0007
LOW 0.9992
0.618 0.9969
1.000 0.9954
1.618 0.9931
2.618 0.9893
4.250 0.9831
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1.0014 1.0001
PP 1.0013 0.9987
S1 1.0011 0.9972

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

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