CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.0065 0.9970 -0.0095 -0.9% 1.0125
High 1.0065 1.0017 -0.0048 -0.5% 1.0125
Low 0.9986 0.9967 -0.0019 -0.2% 0.9986
Close 0.9989 1.0011 0.0022 0.2% 0.9989
Range 0.0079 0.0050 -0.0029 -36.7% 0.0139
ATR 0.0052 0.0051 0.0000 -0.2% 0.0000
Volume 14 418 404 2,885.7% 265
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.0148 1.0130 1.0039
R3 1.0098 1.0080 1.0025
R2 1.0048 1.0048 1.0020
R1 1.0030 1.0030 1.0016 1.0039
PP 0.9998 0.9998 0.9998 1.0003
S1 0.9980 0.9980 1.0006 0.9989
S2 0.9948 0.9948 1.0002
S3 0.9898 0.9930 0.9997
S4 0.9848 0.9880 0.9984
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0450 1.0359 1.0065
R3 1.0311 1.0220 1.0027
R2 1.0172 1.0172 1.0014
R1 1.0081 1.0081 1.0002 1.0057
PP 1.0033 1.0033 1.0033 1.0022
S1 0.9942 0.9942 0.9976 0.9918
S2 0.9894 0.9894 0.9964
S3 0.9755 0.9803 0.9951
S4 0.9616 0.9664 0.9913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9967 0.0130 1.3% 0.0051 0.5% 34% False True 129
10 1.0136 0.9967 0.0169 1.7% 0.0039 0.4% 26% False True 75
20 1.0136 0.9896 0.0240 2.4% 0.0042 0.4% 48% False False 80
40 1.0136 0.9896 0.0240 2.4% 0.0037 0.4% 48% False False 117
60 1.0136 0.9896 0.0240 2.4% 0.0036 0.4% 48% False False 136
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0230
2.618 1.0148
1.618 1.0098
1.000 1.0067
0.618 1.0048
HIGH 1.0017
0.618 0.9998
0.500 0.9992
0.382 0.9986
LOW 0.9967
0.618 0.9936
1.000 0.9917
1.618 0.9886
2.618 0.9836
4.250 0.9755
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.0005 1.0032
PP 0.9998 1.0025
S1 0.9992 1.0018

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

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