CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	0.9978	0.9998	0.0020	0.2%	1.0044
High	1.0006	1.0029	0.0023	0.2%	1.0100
Low	0.9970	0.9976	0.0006	0.1%	0.9994
Close	0.9997	0.9988	-0.0009	-0.1%	0.9999
Range	0.0036	0.0053	0.0017	47.2%	0.0106
ATR	0.0063	0.0062	-0.0001	-1.1%	0.0000
Volume	29,320	73,166	43,846	149.5%	372,246

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0157	1.0125	1.0017
R3	1.0104	1.0072	1.0003
R2	1.0051	1.0051	0.9998
R1	1.0019	1.0019	0.9993	1.0009
PP	0.9998	0.9998	0.9998	0.9992
S1	0.9966	0.9966	0.9983	0.9956
S2	0.9945	0.9945	0.9978
S3	0.9892	0.9913	0.9973
S4	0.9839	0.9860	0.9959

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0349	1.0280	1.0057
R3	1.0243	1.0174	1.0028
R2	1.0137	1.0137	1.0018
R1	1.0068	1.0068	1.0009	1.0050
PP	1.0031	1.0031	1.0031	1.0022
S1	0.9962	0.9962	0.9989	0.9944
S2	0.9925	0.9925	0.9980
S3	0.9819	0.9856	0.9970
S4	0.9713	0.9750	0.9941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0086	0.9970	0.0116	1.2%	0.0046	0.5%	16%	False	False	55,451
10	1.0231	0.9970	0.0261	2.6%	0.0064	0.6%	7%	False	False	69,265
20	1.0256	0.9970	0.0286	2.9%	0.0067	0.7%	6%	False	False	73,412
40	1.0359	0.9970	0.0389	3.9%	0.0065	0.7%	5%	False	False	71,603
60	1.0359	0.9970	0.0389	3.9%	0.0059	0.6%	5%	False	False	48,254
80	1.0359	0.9723	0.0636	6.4%	0.0058	0.6%	42%	False	False	36,305
100	1.0359	0.9620	0.0739	7.4%	0.0058	0.6%	50%	False	False	29,102
120	1.0359	0.9545	0.0814	8.1%	0.0058	0.6%	54%	False	False	24,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0254
2.618	1.0168
1.618	1.0115
1.000	1.0082
0.618	1.0062
HIGH	1.0029
0.618	1.0009
0.500	1.0003
0.382	0.9996
LOW	0.9976
0.618	0.9943
1.000	0.9923
1.618	0.9890
2.618	0.9837
4.250	0.9751

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	1.0003	1.0000
PP	0.9998	0.9996
S1	0.9993	0.9992

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols