CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 0.9977 0.9995 0.0018 0.2% 0.9992
High 0.9980 1.0053 0.0073 0.7% 1.0030
Low 0.9951 0.9995 0.0044 0.4% 0.9922
Close 0.9969 1.0053 0.0084 0.8% 0.9969
Range 0.0029 0.0058 0.0029 100.0% 0.0108
ATR 0.0047 0.0050 0.0003 5.5% 0.0000
Volume 62 155 93 150.0% 516
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0208 1.0188 1.0085
R3 1.0150 1.0130 1.0069
R2 1.0092 1.0092 1.0064
R1 1.0072 1.0072 1.0058 1.0082
PP 1.0034 1.0034 1.0034 1.0039
S1 1.0014 1.0014 1.0048 1.0024
S2 0.9976 0.9976 1.0042
S3 0.9918 0.9956 1.0037
S4 0.9860 0.9898 1.0021
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 1.0053 0.9922 0.0131 1.3% 0.0038 0.4% 100% True False 83
10 1.0053 0.9914 0.0139 1.4% 0.0042 0.4% 100% True False 97
20 1.0078 0.9910 0.0168 1.7% 0.0034 0.3% 85% False False 151
40 1.0086 0.9900 0.0186 1.9% 0.0032 0.3% 82% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0205
1.618 1.0147
1.000 1.0111
0.618 1.0089
HIGH 1.0053
0.618 1.0031
0.500 1.0024
0.382 1.0017
LOW 0.9995
0.618 0.9959
1.000 0.9937
1.618 0.9901
2.618 0.9843
4.250 0.9749
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1.0043 1.0031
PP 1.0034 1.0009
S1 1.0024 0.9988

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

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