CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 0.9803 0.9765 -0.0038 -0.4% 0.9955
High 0.9820 0.9772 -0.0048 -0.5% 0.9980
Low 0.9745 0.9689 -0.0056 -0.6% 0.9755
Close 0.9775 0.9729 -0.0046 -0.5% 0.9764
Range 0.0075 0.0083 0.0008 10.7% 0.0225
ATR 0.0072 0.0073 0.0001 1.4% 0.0000
Volume 342 240 -102 -29.8% 2,631
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 0.9979 0.9937 0.9775
R3 0.9896 0.9854 0.9752
R2 0.9813 0.9813 0.9744
R1 0.9771 0.9771 0.9737 0.9751
PP 0.9730 0.9730 0.9730 0.9720
S1 0.9688 0.9688 0.9721 0.9668
S2 0.9647 0.9647 0.9714
S3 0.9564 0.9605 0.9706
S4 0.9481 0.9522 0.9683
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 0.9869 0.9689 0.0180 1.9% 0.0080 0.8% 22% False True 653
10 1.0015 0.9689 0.0326 3.4% 0.0077 0.8% 12% False True 485
20 1.0168 0.9689 0.0479 4.9% 0.0070 0.7% 8% False True 393
40 1.0168 0.9689 0.0479 4.9% 0.0065 0.7% 8% False True 304
60 1.0168 0.9689 0.0479 4.9% 0.0060 0.6% 8% False True 236
80 1.0168 0.9689 0.0479 4.9% 0.0052 0.5% 8% False True 191
100 1.0168 0.9686 0.0482 5.0% 0.0047 0.5% 9% False False 156
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 0.9989
1.618 0.9906
1.000 0.9855
0.618 0.9823
HIGH 0.9772
0.618 0.9740
0.500 0.9731
0.382 0.9721
LOW 0.9689
0.618 0.9638
1.000 0.9606
1.618 0.9555
2.618 0.9472
4.250 0.9336
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 0.9731 0.9755
PP 0.9730 0.9746
S1 0.9730 0.9738

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

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