CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.0020 0.9979 -0.0041 -0.4% 1.0078
High 1.0020 0.9980 -0.0040 -0.4% 1.0078
Low 0.9998 0.9947 -0.0051 -0.5% 0.9914
Close 0.9998 0.9949 -0.0049 -0.5% 0.9955
Range 0.0022 0.0033 0.0011 50.0% 0.0164
ATR 0.0048 0.0049 0.0000 0.4% 0.0000
Volume 57 56 -1 -1.8% 361
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0058 1.0036 0.9967
R3 1.0025 1.0003 0.9958
R2 0.9992 0.9992 0.9955
R1 0.9970 0.9970 0.9952 0.9965
PP 0.9959 0.9959 0.9959 0.9956
S1 0.9937 0.9937 0.9946 0.9932
S2 0.9926 0.9926 0.9943
S3 0.9893 0.9904 0.9940
S4 0.9860 0.9871 0.9931
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 1.0030 0.9914 0.0116 1.2% 0.0040 0.4% 30% False False 113
10 1.0078 0.9914 0.0164 1.6% 0.0034 0.3% 21% False False 222
20 1.0086 0.9910 0.0176 1.8% 0.0031 0.3% 22% False False 206
40 1.0086 0.9900 0.0186 1.9% 0.0030 0.3% 26% False False 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0120
2.618 1.0066
1.618 1.0033
1.000 1.0013
0.618 1.0000
HIGH 0.9980
0.618 0.9967
0.500 0.9964
0.382 0.9960
LOW 0.9947
0.618 0.9927
1.000 0.9914
1.618 0.9894
2.618 0.9861
4.250 0.9807
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 0.9964 0.9989
PP 0.9959 0.9975
S1 0.9954 0.9962

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

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