CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 0.9900 0.9907 0.0007 0.1% 0.9970
High 0.9988 0.9930 -0.0058 -0.6% 1.0017
Low 0.9890 0.9901 0.0011 0.1% 0.9890
Close 0.9947 0.9920 -0.0027 -0.3% 0.9947
Range 0.0098 0.0029 -0.0069 -70.4% 0.0127
ATR 0.0057 0.0056 -0.0001 -1.3% 0.0000
Volume 93 81 -12 -12.9% 679
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.0004 0.9991 0.9936
R3 0.9975 0.9962 0.9928
R2 0.9946 0.9946 0.9925
R1 0.9933 0.9933 0.9923 0.9940
PP 0.9917 0.9917 0.9917 0.9920
S1 0.9904 0.9904 0.9917 0.9911
S2 0.9888 0.9888 0.9915
S3 0.9859 0.9875 0.9912
S4 0.9830 0.9846 0.9904
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 0.9988 0.9890 0.0098 1.0% 0.0054 0.5% 31% False False 68
10 1.0097 0.9890 0.0207 2.1% 0.0053 0.5% 14% False False 98
20 1.0136 0.9890 0.0246 2.5% 0.0044 0.4% 12% False False 67
40 1.0136 0.9890 0.0246 2.5% 0.0041 0.4% 12% False False 85
60 1.0136 0.9890 0.0246 2.5% 0.0037 0.4% 12% False False 136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0053
2.618 1.0006
1.618 0.9977
1.000 0.9959
0.618 0.9948
HIGH 0.9930
0.618 0.9919
0.500 0.9916
0.382 0.9912
LOW 0.9901
0.618 0.9883
1.000 0.9872
1.618 0.9854
2.618 0.9825
4.250 0.9778
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 0.9919 0.9939
PP 0.9917 0.9933
S1 0.9916 0.9926

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

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