CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 0.9975 0.9950 -0.0025 -0.3% 0.9995
High 0.9984 0.9971 -0.0013 -0.1% 1.0053
Low 0.9975 0.9896 -0.0079 -0.8% 0.9967
Close 0.9982 0.9907 -0.0075 -0.8% 0.9967
Range 0.0009 0.0075 0.0066 733.3% 0.0086
ATR 0.0046 0.0049 0.0003 6.2% 0.0000
Volume 66 12 -54 -81.8% 594
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0150 1.0103 0.9948
R3 1.0075 1.0028 0.9928
R2 1.0000 1.0000 0.9921
R1 0.9953 0.9953 0.9914 0.9939
PP 0.9925 0.9925 0.9925 0.9918
S1 0.9878 0.9878 0.9900 0.9864
S2 0.9850 0.9850 0.9893
S3 0.9775 0.9803 0.9886
S4 0.9700 0.9728 0.9866
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0254 1.0196 1.0014
R3 1.0168 1.0110 0.9991
R2 1.0082 1.0082 0.9983
R1 1.0024 1.0024 0.9975 1.0010
PP 0.9996 0.9996 0.9996 0.9989
S1 0.9938 0.9938 0.9959 0.9924
S2 0.9910 0.9910 0.9951
S3 0.9824 0.9852 0.9943
S4 0.9738 0.9766 0.9920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0020 0.9896 0.0124 1.3% 0.0030 0.3% 9% False True 75
10 1.0053 0.9896 0.0157 1.6% 0.0035 0.4% 7% False True 87
20 1.0078 0.9896 0.0182 1.8% 0.0034 0.3% 6% False True 152
40 1.0086 0.9896 0.0190 1.9% 0.0034 0.3% 6% False True 162
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 0.0003
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0290
2.618 1.0167
1.618 1.0092
1.000 1.0046
0.618 1.0017
HIGH 0.9971
0.618 0.9942
0.500 0.9934
0.382 0.9925
LOW 0.9896
0.618 0.9850
1.000 0.9821
1.618 0.9775
2.618 0.9700
4.250 0.9577
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 0.9934 0.9940
PP 0.9925 0.9929
S1 0.9916 0.9918

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

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