CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 0.9968 0.9962 -0.0006 -0.1% 0.9975
High 0.9968 0.9964 -0.0004 0.0% 1.0002
Low 0.9952 0.9920 -0.0032 -0.3% 0.9896
Close 0.9962 0.9951 -0.0011 -0.1% 0.9962
Range 0.0016 0.0044 0.0028 175.0% 0.0106
ATR 0.0051 0.0051 -0.0001 -1.0% 0.0000
Volume 128 17 -111 -86.7% 655
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0077 1.0058 0.9975
R3 1.0033 1.0014 0.9963
R2 0.9989 0.9989 0.9959
R1 0.9970 0.9970 0.9955 0.9958
PP 0.9945 0.9945 0.9945 0.9939
S1 0.9926 0.9926 0.9947 0.9914
S2 0.9901 0.9901 0.9943
S3 0.9857 0.9882 0.9939
S4 0.9813 0.9838 0.9927
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0271 1.0223 1.0020
R3 1.0165 1.0117 0.9991
R2 1.0059 1.0059 0.9981
R1 1.0011 1.0011 0.9972 0.9982
PP 0.9953 0.9953 0.9953 0.9939
S1 0.9905 0.9905 0.9952 0.9876
S2 0.9847 0.9847 0.9943
S3 0.9741 0.9799 0.9933
S4 0.9635 0.9693 0.9904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0002 0.9896 0.0106 1.1% 0.0045 0.5% 52% False False 121
10 1.0051 0.9896 0.0155 1.6% 0.0033 0.3% 35% False False 111
20 1.0053 0.9896 0.0157 1.6% 0.0038 0.4% 35% False False 104
40 1.0086 0.9896 0.0190 1.9% 0.0034 0.3% 29% False False 170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 1.0079
1.618 1.0035
1.000 1.0008
0.618 0.9991
HIGH 0.9964
0.618 0.9947
0.500 0.9942
0.382 0.9937
LOW 0.9920
0.618 0.9893
1.000 0.9876
1.618 0.9849
2.618 0.9805
4.250 0.9733
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 0.9948 0.9961
PP 0.9945 0.9958
S1 0.9942 0.9954

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

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