CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 0.9955 0.9945 -0.0010 -0.1% 1.0005
High 0.9965 0.9980 0.0015 0.2% 1.0040
Low 0.9920 0.9900 -0.0020 -0.2% 0.9890
Close 0.9943 0.9926 -0.0017 -0.2% 0.9969
Range 0.0045 0.0080 0.0035 77.8% 0.0150
ATR 0.0067 0.0068 0.0001 1.4% 0.0000
Volume 587 185 -402 -68.5% 1,508
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 1.0175 1.0131 0.9970
R3 1.0095 1.0051 0.9948
R2 1.0015 1.0015 0.9941
R1 0.9971 0.9971 0.9933 0.9953
PP 0.9935 0.9935 0.9935 0.9927
S1 0.9891 0.9891 0.9919 0.9873
S2 0.9855 0.9855 0.9911
S3 0.9775 0.9811 0.9904
S4 0.9695 0.9731 0.9882
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% 0.0072 0.7% 29% False False 369
10 1.0140 0.9890 0.0250 2.5% 0.0067 0.7% 14% False False 275
20 1.0168 0.9890 0.0278 2.8% 0.0063 0.6% 13% False False 337
40 1.0168 0.9890 0.0278 2.8% 0.0062 0.6% 13% False False 231
60 1.0168 0.9890 0.0278 2.8% 0.0056 0.6% 13% False False 189
80 1.0168 0.9825 0.0343 3.5% 0.0048 0.5% 29% False False 148
100 1.0168 0.9686 0.0482 4.9% 0.0043 0.4% 50% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0320
2.618 1.0189
1.618 1.0109
1.000 1.0060
0.618 1.0029
HIGH 0.9980
0.618 0.9949
0.500 0.9940
0.382 0.9931
LOW 0.9900
0.618 0.9851
1.000 0.9820
1.618 0.9771
2.618 0.9691
4.250 0.9560
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 0.9940 0.9953
PP 0.9935 0.9944
S1 0.9931 0.9935

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

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