CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 0.9922 0.9977 0.0055 0.6% 0.9992
High 0.9972 0.9980 0.0008 0.1% 1.0030
Low 0.9922 0.9951 0.0029 0.3% 0.9922
Close 0.9956 0.9969 0.0013 0.1% 0.9969
Range 0.0050 0.0029 -0.0021 -42.0% 0.0108
ATR 0.0049 0.0047 -0.0001 -2.9% 0.0000
Volume 87 62 -25 -28.7% 516
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0054 1.0040 0.9985
R3 1.0025 1.0011 0.9977
R2 0.9996 0.9996 0.9974
R1 0.9982 0.9982 0.9972 0.9975
PP 0.9967 0.9967 0.9967 0.9963
S1 0.9953 0.9953 0.9966 0.9946
S2 0.9938 0.9938 0.9964
S3 0.9909 0.9924 0.9961
S4 0.9880 0.9895 0.9953
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0298 1.0241 1.0028
R3 1.0190 1.0133 0.9999
R2 1.0082 1.0082 0.9989
R1 1.0025 1.0025 0.9979 1.0000
PP 0.9974 0.9974 0.9974 0.9961
S1 0.9917 0.9917 0.9959 0.9892
S2 0.9866 0.9866 0.9949
S3 0.9758 0.9809 0.9939
S4 0.9650 0.9701 0.9910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0030 0.9922 0.0108 1.1% 0.0034 0.3% 44% False False 103
10 1.0078 0.9914 0.0164 1.6% 0.0037 0.4% 34% False False 87
20 1.0078 0.9910 0.0168 1.7% 0.0033 0.3% 35% False False 151
40 1.0086 0.9900 0.0186 1.9% 0.0031 0.3% 37% False False 155
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 1.0103
2.618 1.0056
1.618 1.0027
1.000 1.0009
0.618 0.9998
HIGH 0.9980
0.618 0.9969
0.500 0.9966
0.382 0.9962
LOW 0.9951
0.618 0.9933
1.000 0.9922
1.618 0.9904
2.618 0.9875
4.250 0.9828
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 0.9968 0.9963
PP 0.9967 0.9957
S1 0.9966 0.9951

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

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