CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 1.0070 1.0097 0.0027 0.3% 1.0006
High 1.0080 1.0097 0.0017 0.2% 1.0136
Low 1.0040 1.0056 0.0016 0.2% 1.0006
Close 1.0077 1.0056 -0.0021 -0.2% 1.0133
Range 0.0040 0.0041 0.0001 2.5% 0.0130
ATR 0.0050 0.0049 -0.0001 -1.3% 0.0000
Volume 38 41 3 7.9% 102
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 1.0193 1.0165 1.0079
R3 1.0152 1.0124 1.0067
R2 1.0111 1.0111 1.0064
R1 1.0083 1.0083 1.0060 1.0077
PP 1.0070 1.0070 1.0070 1.0066
S1 1.0042 1.0042 1.0052 1.0036
S2 1.0029 1.0029 1.0048
S3 0.9988 1.0001 1.0045
S4 0.9947 0.9960 1.0033
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0437 1.0205
R3 1.0352 1.0307 1.0169
R2 1.0222 1.0222 1.0157
R1 1.0177 1.0177 1.0145 1.0200
PP 1.0092 1.0092 1.0092 1.0103
S1 1.0047 1.0047 1.0121 1.0070
S2 0.9962 0.9962 1.0109
S3 0.9832 0.9917 1.0097
S4 0.9702 0.9787 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0136 1.0040 0.0096 1.0% 0.0042 0.4% 17% False False 51
10 1.0136 1.0006 0.0130 1.3% 0.0032 0.3% 38% False False 37
20 1.0136 0.9896 0.0240 2.4% 0.0036 0.4% 67% False False 65
40 1.0136 0.9896 0.0240 2.4% 0.0034 0.3% 67% False False 107
60 1.0136 0.9896 0.0240 2.4% 0.0034 0.3% 67% False False 131
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0271
2.618 1.0204
1.618 1.0163
1.000 1.0138
0.618 1.0122
HIGH 1.0097
0.618 1.0081
0.500 1.0077
0.382 1.0072
LOW 1.0056
0.618 1.0031
1.000 1.0015
1.618 0.9990
2.618 0.9949
4.250 0.9882
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 1.0077 1.0069
PP 1.0070 1.0064
S1 1.0063 1.0060

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

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