CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 0.9787 0.9771 -0.0016 -0.2% 0.9955
High 0.9836 0.9810 -0.0026 -0.3% 0.9980
Low 0.9755 0.9735 -0.0020 -0.2% 0.9755
Close 0.9764 0.9784 0.0020 0.2% 0.9764
Range 0.0081 0.0075 -0.0006 -7.4% 0.0225
ATR 0.0071 0.0071 0.0000 0.4% 0.0000
Volume 1,058 1,023 -35 -3.3% 2,631
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.0001 0.9968 0.9825
R3 0.9926 0.9893 0.9805
R2 0.9851 0.9851 0.9798
R1 0.9818 0.9818 0.9791 0.9835
PP 0.9776 0.9776 0.9776 0.9785
S1 0.9743 0.9743 0.9777 0.9760
S2 0.9701 0.9701 0.9770
S3 0.9626 0.9668 0.9763
S4 0.9551 0.9593 0.9743
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0508 1.0361 0.9888
R3 1.0283 1.0136 0.9826
R2 1.0058 1.0058 0.9805
R1 0.9911 0.9911 0.9785 0.9872
PP 0.9833 0.9833 0.9833 0.9814
S1 0.9686 0.9686 0.9743 0.9647
S2 0.9608 0.9608 0.9723
S3 0.9383 0.9461 0.9702
S4 0.9158 0.9236 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9980 0.9735 0.0245 2.5% 0.0079 0.8% 20% False True 613
10 1.0015 0.9735 0.0280 2.9% 0.0074 0.8% 18% False True 492
20 1.0168 0.9735 0.0433 4.4% 0.0067 0.7% 11% False True 401
40 1.0168 0.9735 0.0433 4.4% 0.0064 0.7% 11% False True 295
60 1.0168 0.9735 0.0433 4.4% 0.0059 0.6% 11% False True 230
80 1.0168 0.9735 0.0433 4.4% 0.0051 0.5% 11% False True 184
100 1.0168 0.9686 0.0482 4.9% 0.0045 0.5% 20% False False 150
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0129
2.618 1.0006
1.618 0.9931
1.000 0.9885
0.618 0.9856
HIGH 0.9810
0.618 0.9781
0.500 0.9773
0.382 0.9764
LOW 0.9735
0.618 0.9689
1.000 0.9660
1.618 0.9614
2.618 0.9539
4.250 0.9416
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 0.9780 0.9802
PP 0.9776 0.9796
S1 0.9773 0.9790

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

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