CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 0.9962 0.9983 0.0021 0.2% 0.9975
High 0.9964 1.0064 0.0100 1.0% 1.0002
Low 0.9920 0.9983 0.0063 0.6% 0.9896
Close 0.9951 1.0045 0.0094 0.9% 0.9962
Range 0.0044 0.0081 0.0037 84.1% 0.0106
ATR 0.0051 0.0055 0.0004 8.7% 0.0000
Volume 17 135 118 694.1% 655
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0274 1.0240 1.0090
R3 1.0193 1.0159 1.0067
R2 1.0112 1.0112 1.0060
R1 1.0078 1.0078 1.0052 1.0095
PP 1.0031 1.0031 1.0031 1.0039
S1 0.9997 0.9997 1.0038 1.0014
S2 0.9950 0.9950 1.0030
S3 0.9869 0.9916 1.0023
S4 0.9788 0.9835 1.0000
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 1.0064 0.9896 0.0168 1.7% 0.0046 0.5% 89% True False 145
10 1.0064 0.9896 0.0168 1.7% 0.0038 0.4% 89% True False 110
20 1.0064 0.9896 0.0168 1.7% 0.0039 0.4% 89% True False 110
40 1.0086 0.9896 0.0190 1.9% 0.0035 0.3% 78% False False 172
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 55 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0276
1.618 1.0195
1.000 1.0145
0.618 1.0114
HIGH 1.0064
0.618 1.0033
0.500 1.0024
0.382 1.0014
LOW 0.9983
0.618 0.9933
1.000 0.9902
1.618 0.9852
2.618 0.9771
4.250 0.9639
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.0038 1.0027
PP 1.0031 1.0010
S1 1.0024 0.9992

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

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