CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.0051 0.9975 -0.0076 -0.8% 0.9992
High 1.0051 0.9989 -0.0062 -0.6% 1.0030
Low 1.0018 0.9975 -0.0043 -0.4% 0.9922
Close 1.0021 0.9979 -0.0042 -0.4% 0.9969
Range 0.0033 0.0014 -0.0019 -57.6% 0.0108
ATR 0.0049 0.0049 0.0000 -0.4% 0.0000
Volume 139 153 14 10.1% 516
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0023 1.0015 0.9987
R3 1.0009 1.0001 0.9983
R2 0.9995 0.9995 0.9982
R1 0.9987 0.9987 0.9980 0.9991
PP 0.9981 0.9981 0.9981 0.9983
S1 0.9973 0.9973 0.9978 0.9977
S2 0.9967 0.9967 0.9976
S3 0.9953 0.9959 0.9975
S4 0.9939 0.9945 0.9971
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% 0.0037 0.4% 44% False False 119
10 1.0053 0.9914 0.0139 1.4% 0.0038 0.4% 47% False False 116
20 1.0078 0.9914 0.0164 1.6% 0.0034 0.3% 40% False False 149
40 1.0086 0.9900 0.0186 1.9% 0.0032 0.3% 42% False False 163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 1.0026
1.618 1.0012
1.000 1.0003
0.618 0.9998
HIGH 0.9989
0.618 0.9984
0.500 0.9982
0.382 0.9980
LOW 0.9975
0.618 0.9966
1.000 0.9961
1.618 0.9952
2.618 0.9938
4.250 0.9916
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 0.9982 1.0014
PP 0.9981 1.0002
S1 0.9980 0.9991

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

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