CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 0.9958 0.9900 -0.0058 -0.6% 0.9970
High 0.9969 0.9988 0.0019 0.2% 1.0017
Low 0.9925 0.9890 -0.0035 -0.4% 0.9890
Close 0.9937 0.9947 0.0010 0.1% 0.9947
Range 0.0044 0.0098 0.0054 122.7% 0.0127
ATR 0.0054 0.0057 0.0003 5.9% 0.0000
Volume 48 93 45 93.8% 679
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0236 1.0189 1.0001
R3 1.0138 1.0091 0.9974
R2 1.0040 1.0040 0.9965
R1 0.9993 0.9993 0.9956 1.0017
PP 0.9942 0.9942 0.9942 0.9953
S1 0.9895 0.9895 0.9938 0.9919
S2 0.9844 0.9844 0.9929
S3 0.9746 0.9797 0.9920
S4 0.9648 0.9699 0.9893
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0332 1.0267 1.0017
R3 1.0205 1.0140 0.9982
R2 1.0078 1.0078 0.9970
R1 1.0013 1.0013 0.9959 0.9982
PP 0.9951 0.9951 0.9951 0.9936
S1 0.9886 0.9886 0.9935 0.9855
S2 0.9824 0.9824 0.9924
S3 0.9697 0.9759 0.9912
S4 0.9570 0.9632 0.9877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0017 0.9890 0.0127 1.3% 0.0058 0.6% 45% False True 135
10 1.0125 0.9890 0.0235 2.4% 0.0057 0.6% 24% False True 94
20 1.0136 0.9890 0.0246 2.5% 0.0045 0.5% 23% False True 64
40 1.0136 0.9890 0.0246 2.5% 0.0040 0.4% 23% False True 85
60 1.0136 0.9890 0.0246 2.5% 0.0037 0.4% 23% False True 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1.0405
2.618 1.0245
1.618 1.0147
1.000 1.0086
0.618 1.0049
HIGH 0.9988
0.618 0.9951
0.500 0.9939
0.382 0.9927
LOW 0.9890
0.618 0.9829
1.000 0.9792
1.618 0.9731
2.618 0.9633
4.250 0.9474
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 0.9944 0.9944
PP 0.9942 0.9942
S1 0.9939 0.9939

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

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