CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 0.9877 0.9843 -0.0034 -0.3% 0.9970
High 0.9877 0.9843 -0.0034 -0.3% 1.0017
Low 0.9835 0.9778 -0.0057 -0.6% 0.9890
Close 0.9839 0.9782 -0.0057 -0.6% 0.9947
Range 0.0042 0.0065 0.0023 54.8% 0.0127
ATR 0.0055 0.0056 0.0001 1.2% 0.0000
Volume 35 102 67 191.4% 679
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 0.9996 0.9954 0.9818
R3 0.9931 0.9889 0.9800
R2 0.9866 0.9866 0.9794
R1 0.9824 0.9824 0.9788 0.9813
PP 0.9801 0.9801 0.9801 0.9795
S1 0.9759 0.9759 0.9776 0.9748
S2 0.9736 0.9736 0.9770
S3 0.9671 0.9694 0.9764
S4 0.9606 0.9629 0.9746
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 0.9778 0.0210 2.1% 0.0054 0.5% 2% False True 101
10 1.0065 0.9778 0.0287 2.9% 0.0054 0.6% 1% False True 110
20 1.0136 0.9778 0.0358 3.7% 0.0043 0.4% 1% False True 73
40 1.0136 0.9778 0.0358 3.7% 0.0041 0.4% 1% False True 88
60 1.0136 0.9778 0.0358 3.7% 0.0038 0.4% 1% False True 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0119
2.618 1.0013
1.618 0.9948
1.000 0.9908
0.618 0.9883
HIGH 0.9843
0.618 0.9818
0.500 0.9811
0.382 0.9803
LOW 0.9778
0.618 0.9738
1.000 0.9713
1.618 0.9673
2.618 0.9608
4.250 0.9502
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 0.9811 0.9852
PP 0.9801 0.9828
S1 0.9792 0.9805

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

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