CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 1.0027 1.0006 -0.0021 -0.2% 0.9962
High 1.0045 1.0029 -0.0016 -0.2% 1.0064
Low 1.0010 1.0006 -0.0004 0.0% 0.9920
Close 1.0010 1.0021 0.0011 0.1% 1.0010
Range 0.0035 0.0023 -0.0012 -34.3% 0.0144
ATR 0.0055 0.0052 -0.0002 -4.1% 0.0000
Volume 18 26 8 44.4% 241
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0088 1.0077 1.0034
R3 1.0065 1.0054 1.0027
R2 1.0042 1.0042 1.0025
R1 1.0031 1.0031 1.0023 1.0037
PP 1.0019 1.0019 1.0019 1.0021
S1 1.0008 1.0008 1.0019 1.0014
S2 0.9996 0.9996 1.0017
S3 0.9973 0.9985 1.0015
S4 0.9950 0.9962 1.0008
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0430 1.0364 1.0089
R3 1.0286 1.0220 1.0050
R2 1.0142 1.0142 1.0036
R1 1.0076 1.0076 1.0023 1.0109
PP 0.9998 0.9998 0.9998 1.0015
S1 0.9932 0.9932 0.9997 0.9965
S2 0.9854 0.9854 0.9984
S3 0.9710 0.9788 0.9970
S4 0.9566 0.9644 0.9931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0064 0.9983 0.0081 0.8% 0.0044 0.4% 47% False False 50
10 1.0064 0.9896 0.0168 1.7% 0.0045 0.4% 74% False False 85
20 1.0064 0.9896 0.0168 1.7% 0.0037 0.4% 74% False False 88
40 1.0086 0.9896 0.0190 1.9% 0.0035 0.4% 66% False False 170
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0127
2.618 1.0089
1.618 1.0066
1.000 1.0052
0.618 1.0043
HIGH 1.0029
0.618 1.0020
0.500 1.0018
0.382 1.0015
LOW 1.0006
0.618 0.9992
1.000 0.9983
1.618 0.9969
2.618 0.9946
4.250 0.9908
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 1.0020 1.0020
PP 1.0019 1.0020
S1 1.0018 1.0019

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

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