CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 0.9945 0.9905 -0.0040 -0.4% 1.0005
High 0.9980 0.9915 -0.0065 -0.7% 1.0040
Low 0.9900 0.9842 -0.0058 -0.6% 0.9890
Close 0.9926 0.9861 -0.0065 -0.7% 0.9969
Range 0.0080 0.0073 -0.0007 -8.8% 0.0150
ATR 0.0068 0.0069 0.0001 1.7% 0.0000
Volume 185 198 13 7.0% 1,508
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.0092 1.0049 0.9901
R3 1.0019 0.9976 0.9881
R2 0.9946 0.9946 0.9874
R1 0.9903 0.9903 0.9868 0.9888
PP 0.9873 0.9873 0.9873 0.9865
S1 0.9830 0.9830 0.9854 0.9815
S2 0.9800 0.9800 0.9848
S3 0.9727 0.9757 0.9841
S4 0.9654 0.9684 0.9821
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 0.9842 0.0173 1.8% 0.0074 0.7% 11% False True 317
10 1.0140 0.9842 0.0298 3.0% 0.0070 0.7% 6% False True 278
20 1.0168 0.9842 0.0326 3.3% 0.0065 0.7% 6% False True 310
40 1.0168 0.9842 0.0326 3.3% 0.0062 0.6% 6% False True 234
60 1.0168 0.9842 0.0326 3.3% 0.0057 0.6% 6% False True 193
80 1.0168 0.9825 0.0343 3.5% 0.0049 0.5% 10% False False 151
100 1.0168 0.9686 0.0482 4.9% 0.0044 0.4% 36% False False 124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0106
1.618 1.0033
1.000 0.9988
0.618 0.9960
HIGH 0.9915
0.618 0.9887
0.500 0.9879
0.382 0.9870
LOW 0.9842
0.618 0.9797
1.000 0.9769
1.618 0.9724
2.618 0.9651
4.250 0.9532
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 0.9879 0.9911
PP 0.9873 0.9894
S1 0.9867 0.9878

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

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