CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 0.9992 1.0020 0.0028 0.3% 1.0078
High 1.0030 1.0020 -0.0010 -0.1% 1.0078
Low 0.9992 0.9998 0.0006 0.1% 0.9914
Close 1.0016 0.9998 -0.0018 -0.2% 0.9955
Range 0.0038 0.0022 -0.0016 -42.1% 0.0164
ATR 0.0051 0.0048 -0.0002 -4.0% 0.0000
Volume 254 57 -197 -77.6% 361
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0071 1.0057 1.0010
R3 1.0049 1.0035 1.0004
R2 1.0027 1.0027 1.0002
R1 1.0013 1.0013 1.0000 1.0009
PP 1.0005 1.0005 1.0005 1.0004
S1 0.9991 0.9991 0.9996 0.9987
S2 0.9983 0.9983 0.9994
S3 0.9961 0.9969 0.9992
S4 0.9939 0.9947 0.9986
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% 0.0040 0.4% 67% False False 120
10 1.0078 0.9914 0.0164 1.6% 0.0033 0.3% 51% False False 217
20 1.0086 0.9910 0.0176 1.8% 0.0033 0.3% 50% False False 244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0114
2.618 1.0078
1.618 1.0056
1.000 1.0042
0.618 1.0034
HIGH 1.0020
0.618 1.0012
0.500 1.0009
0.382 1.0006
LOW 0.9998
0.618 0.9984
1.000 0.9976
1.618 0.9962
2.618 0.9940
4.250 0.9905
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1.0009 0.9989
PP 1.0005 0.9981
S1 1.0002 0.9972

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

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