CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 0.9950 0.9900 -0.0050 -0.5% 0.9995
High 0.9971 0.9933 -0.0038 -0.4% 1.0053
Low 0.9896 0.9896 0.0000 0.0% 0.9967
Close 0.9907 0.9904 -0.0003 0.0% 0.9967
Range 0.0075 0.0037 -0.0038 -50.7% 0.0086
ATR 0.0049 0.0048 -0.0001 -1.7% 0.0000
Volume 12 221 209 1,741.7% 594
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0022 1.0000 0.9924
R3 0.9985 0.9963 0.9914
R2 0.9948 0.9948 0.9911
R1 0.9926 0.9926 0.9907 0.9937
PP 0.9911 0.9911 0.9911 0.9917
S1 0.9889 0.9889 0.9901 0.9900
S2 0.9874 0.9874 0.9897
S3 0.9837 0.9852 0.9894
S4 0.9800 0.9815 0.9884
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% 0.0035 0.3% 6% False True 89
10 1.0053 0.9896 0.0157 1.6% 0.0036 0.4% 5% False True 104
20 1.0078 0.9896 0.0182 1.8% 0.0035 0.4% 4% False True 163
40 1.0086 0.9896 0.0190 1.9% 0.0034 0.3% 4% False True 165
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 1.0030
1.618 0.9993
1.000 0.9970
0.618 0.9956
HIGH 0.9933
0.618 0.9919
0.500 0.9915
0.382 0.9910
LOW 0.9896
0.618 0.9873
1.000 0.9859
1.618 0.9836
2.618 0.9799
4.250 0.9739
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 0.9915 0.9940
PP 0.9911 0.9928
S1 0.9908 0.9916

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

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