CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 0.9726 0.9680 -0.0046 -0.5% 0.9775
High 0.9726 0.9700 -0.0026 -0.3% 0.9800
Low 0.9669 0.9668 -0.0001 0.0% 0.9668
Close 0.9682 0.9672 -0.0010 -0.1% 0.9672
Range 0.0057 0.0032 -0.0025 -43.9% 0.0132
ATR 0.0058 0.0056 -0.0002 -3.2% 0.0000
Volume 352 347 -5 -1.4% 1,145
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 0.9776 0.9756 0.9690
R3 0.9744 0.9724 0.9681
R2 0.9712 0.9712 0.9678
R1 0.9692 0.9692 0.9675 0.9686
PP 0.9680 0.9680 0.9680 0.9677
S1 0.9660 0.9660 0.9669 0.9654
S2 0.9648 0.9648 0.9666
S3 0.9616 0.9628 0.9663
S4 0.9584 0.9596 0.9654
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0109 1.0023 0.9745
R3 0.9977 0.9891 0.9708
R2 0.9845 0.9845 0.9696
R1 0.9759 0.9759 0.9684 0.9736
PP 0.9713 0.9713 0.9713 0.9702
S1 0.9627 0.9627 0.9660 0.9604
S2 0.9581 0.9581 0.9648
S3 0.9449 0.9495 0.9636
S4 0.9317 0.9363 0.9599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9668 0.0132 1.4% 0.0052 0.5% 3% False True 229
10 0.9930 0.9668 0.0262 2.7% 0.0049 0.5% 2% False True 161
20 1.0125 0.9668 0.0457 4.7% 0.0053 0.5% 1% False True 127
40 1.0136 0.9668 0.0468 4.8% 0.0043 0.4% 1% False True 103
60 1.0136 0.9668 0.0468 4.8% 0.0040 0.4% 1% False True 119
80 1.0136 0.9668 0.0468 4.8% 0.0037 0.4% 1% False True 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9836
2.618 0.9784
1.618 0.9752
1.000 0.9732
0.618 0.9720
HIGH 0.9700
0.618 0.9688
0.500 0.9684
0.382 0.9680
LOW 0.9668
0.618 0.9648
1.000 0.9636
1.618 0.9616
2.618 0.9584
4.250 0.9532
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 0.9684 0.9702
PP 0.9680 0.9692
S1 0.9676 0.9682

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

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