CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.0115 1.0091 -0.0024 -0.2% 1.0160
High 1.0140 1.0091 -0.0049 -0.5% 1.0160
Low 1.0076 1.0006 -0.0070 -0.7% 1.0006
Close 1.0082 1.0015 -0.0067 -0.7% 1.0015
Range 0.0064 0.0085 0.0021 32.8% 0.0154
ATR 0.0062 0.0064 0.0002 2.6% 0.0000
Volume 170 139 -31 -18.2% 1,004
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0292 1.0239 1.0062
R3 1.0207 1.0154 1.0038
R2 1.0122 1.0122 1.0031
R1 1.0069 1.0069 1.0023 1.0053
PP 1.0037 1.0037 1.0037 1.0030
S1 0.9984 0.9984 1.0007 0.9968
S2 0.9952 0.9952 0.9999
S3 0.9867 0.9899 0.9992
S4 0.9782 0.9814 0.9968
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0522 1.0423 1.0100
R3 1.0368 1.0269 1.0057
R2 1.0214 1.0214 1.0043
R1 1.0115 1.0115 1.0029 1.0088
PP 1.0060 1.0060 1.0060 1.0047
S1 0.9961 0.9961 1.0001 0.9934
S2 0.9906 0.9906 0.9987
S3 0.9752 0.9807 0.9973
S4 0.9598 0.9653 0.9930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0160 1.0006 0.0154 1.5% 0.0068 0.7% 6% False True 200
10 1.0168 0.9987 0.0181 1.8% 0.0062 0.6% 15% False False 329
20 1.0168 0.9915 0.0253 2.5% 0.0065 0.6% 40% False False 279
40 1.0168 0.9915 0.0253 2.5% 0.0058 0.6% 40% False False 195
60 1.0168 0.9910 0.0258 2.6% 0.0051 0.5% 41% False False 155
80 1.0168 0.9710 0.0458 4.6% 0.0044 0.4% 67% False False 121
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0452
2.618 1.0314
1.618 1.0229
1.000 1.0176
0.618 1.0144
HIGH 1.0091
0.618 1.0059
0.500 1.0049
0.382 1.0038
LOW 1.0006
0.618 0.9953
1.000 0.9921
1.618 0.9868
2.618 0.9783
4.250 0.9645
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.0049 1.0073
PP 1.0037 1.0054
S1 1.0026 1.0034

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

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