CME Canadian Dollar Future September 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 0.9940 0.9955 0.0015 0.2% 1.0005
High 1.0015 0.9965 -0.0050 -0.5% 1.0040
Low 0.9890 0.9920 0.0030 0.3% 0.9890
Close 0.9969 0.9943 -0.0026 -0.3% 0.9969
Range 0.0125 0.0045 -0.0080 -64.0% 0.0150
ATR 0.0068 0.0067 -0.0001 -2.0% 0.0000
Volume 168 587 419 249.4% 1,508
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.0078 1.0055 0.9968
R3 1.0033 1.0010 0.9955
R2 0.9988 0.9988 0.9951
R1 0.9965 0.9965 0.9947 0.9954
PP 0.9943 0.9943 0.9943 0.9937
S1 0.9920 0.9920 0.9939 0.9909
S2 0.9898 0.9898 0.9935
S3 0.9853 0.9875 0.9931
S4 0.9808 0.9830 0.9918
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0416 1.0343 1.0052
R3 1.0266 1.0193 1.0010
R2 1.0116 1.0116 0.9997
R1 1.0043 1.0043 0.9983 1.0005
PP 0.9966 0.9966 0.9966 0.9947
S1 0.9893 0.9893 0.9955 0.9855
S2 0.9816 0.9816 0.9942
S3 0.9666 0.9743 0.9928
S4 0.9516 0.9593 0.9887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0015 0.9890 0.0125 1.3% 0.0068 0.7% 42% False False 371
10 1.0140 0.9890 0.0250 2.5% 0.0065 0.6% 21% False False 274
20 1.0168 0.9890 0.0278 2.8% 0.0066 0.7% 19% False False 335
40 1.0168 0.9890 0.0278 2.8% 0.0062 0.6% 19% False False 229
60 1.0168 0.9890 0.0278 2.8% 0.0055 0.5% 19% False False 186
80 1.0168 0.9825 0.0343 3.4% 0.0048 0.5% 34% False False 146
100 1.0168 0.9686 0.0482 4.8% 0.0043 0.4% 53% False False 120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0156
2.618 1.0083
1.618 1.0038
1.000 1.0010
0.618 0.9993
HIGH 0.9965
0.618 0.9948
0.500 0.9943
0.382 0.9937
LOW 0.9920
0.618 0.9892
1.000 0.9875
1.618 0.9847
2.618 0.9802
4.250 0.9729
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 0.9943 0.9953
PP 0.9943 0.9949
S1 0.9943 0.9946

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

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