CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 0.9741 0.9717 -0.0024 -0.2% 0.9771
High 0.9750 0.9733 -0.0017 -0.2% 0.9820
Low 0.9688 0.9679 -0.0009 -0.1% 0.9679
Close 0.9700 0.9690 -0.0010 -0.1% 0.9690
Range 0.0062 0.0054 -0.0008 -12.9% 0.0141
ATR 0.0072 0.0071 -0.0001 -1.8% 0.0000
Volume 747 2,713 1,966 263.2% 5,065
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 0.9863 0.9830 0.9720
R3 0.9809 0.9776 0.9705
R2 0.9755 0.9755 0.9700
R1 0.9722 0.9722 0.9695 0.9712
PP 0.9701 0.9701 0.9701 0.9695
S1 0.9668 0.9668 0.9685 0.9658
S2 0.9647 0.9647 0.9680
S3 0.9593 0.9614 0.9675
S4 0.9539 0.9560 0.9660
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0153 1.0062 0.9768
R3 1.0012 0.9921 0.9729
R2 0.9871 0.9871 0.9716
R1 0.9780 0.9780 0.9703 0.9755
PP 0.9730 0.9730 0.9730 0.9717
S1 0.9639 0.9639 0.9677 0.9614
S2 0.9589 0.9589 0.9664
S3 0.9448 0.9498 0.9651
S4 0.9307 0.9357 0.9612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9679 0.0141 1.5% 0.0070 0.7% 8% False True 1,013
10 0.9980 0.9679 0.0301 3.1% 0.0072 0.7% 4% False True 769
20 1.0160 0.9679 0.0481 5.0% 0.0070 0.7% 2% False True 510
40 1.0168 0.9679 0.0489 5.0% 0.0066 0.7% 2% False True 386
60 1.0168 0.9679 0.0489 5.0% 0.0061 0.6% 2% False True 292
80 1.0168 0.9679 0.0489 5.0% 0.0054 0.6% 2% False True 234
100 1.0168 0.9679 0.0489 5.0% 0.0048 0.5% 2% False True 190
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 0.0019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9963
2.618 0.9874
1.618 0.9820
1.000 0.9787
0.618 0.9766
HIGH 0.9733
0.618 0.9712
0.500 0.9706
0.382 0.9700
LOW 0.9679
0.618 0.9646
1.000 0.9625
1.618 0.9592
2.618 0.9538
4.250 0.9450
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 0.9706 0.9726
PP 0.9701 0.9714
S1 0.9695 0.9702

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

View Archives - Comment on this page... - Back to Index of Symbols