CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 0.9765 0.9741 -0.0024 -0.2% 0.9955
High 0.9772 0.9750 -0.0022 -0.2% 0.9980
Low 0.9689 0.9688 -0.0001 0.0% 0.9755
Close 0.9729 0.9700 -0.0029 -0.3% 0.9764
Range 0.0083 0.0062 -0.0021 -25.3% 0.0225
ATR 0.0073 0.0072 -0.0001 -1.0% 0.0000
Volume 240 747 507 211.3% 2,631
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 0.9899 0.9861 0.9734
R3 0.9837 0.9799 0.9717
R2 0.9775 0.9775 0.9711
R1 0.9737 0.9737 0.9706 0.9725
PP 0.9713 0.9713 0.9713 0.9707
S1 0.9675 0.9675 0.9694 0.9663
S2 0.9651 0.9651 0.9689
S3 0.9589 0.9613 0.9683
S4 0.9527 0.9551 0.9666
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 0.9836 0.9688 0.0148 1.5% 0.0075 0.8% 8% False True 682
10 1.0015 0.9688 0.0327 3.4% 0.0079 0.8% 4% False True 515
20 1.0168 0.9688 0.0480 4.9% 0.0071 0.7% 3% False True 385
40 1.0168 0.9688 0.0480 4.9% 0.0066 0.7% 3% False True 321
60 1.0168 0.9688 0.0480 4.9% 0.0061 0.6% 3% False True 248
80 1.0168 0.9688 0.0480 4.9% 0.0053 0.5% 3% False True 200
100 1.0168 0.9686 0.0482 5.0% 0.0047 0.5% 3% False False 163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0014
2.618 0.9912
1.618 0.9850
1.000 0.9812
0.618 0.9788
HIGH 0.9750
0.618 0.9726
0.500 0.9719
0.382 0.9712
LOW 0.9688
0.618 0.9650
1.000 0.9626
1.618 0.9588
2.618 0.9526
4.250 0.9425
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 0.9719 0.9754
PP 0.9713 0.9736
S1 0.9706 0.9718

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

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