CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 0.9717 0.9710 -0.0007 -0.1% 0.9771
High 0.9733 0.9770 0.0037 0.4% 0.9820
Low 0.9679 0.9710 0.0031 0.3% 0.9679
Close 0.9690 0.9741 0.0051 0.5% 0.9690
Range 0.0054 0.0060 0.0006 11.1% 0.0141
ATR 0.0071 0.0071 0.0001 0.9% 0.0000
Volume 2,713 431 -2,282 -84.1% 5,065
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 0.9920 0.9891 0.9774
R3 0.9860 0.9831 0.9758
R2 0.9800 0.9800 0.9752
R1 0.9771 0.9771 0.9747 0.9786
PP 0.9740 0.9740 0.9740 0.9748
S1 0.9711 0.9711 0.9736 0.9726
S2 0.9680 0.9680 0.9730
S3 0.9620 0.9651 0.9725
S4 0.9560 0.9591 0.9708
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 1.4% 0.0067 0.7% 44% False False 894
10 0.9980 0.9679 0.0301 3.1% 0.0073 0.8% 21% False False 754
20 1.0140 0.9679 0.0461 4.7% 0.0069 0.7% 13% False False 514
40 1.0168 0.9679 0.0489 5.0% 0.0065 0.7% 13% False False 395
60 1.0168 0.9679 0.0489 5.0% 0.0061 0.6% 13% False False 299
80 1.0168 0.9679 0.0489 5.0% 0.0053 0.5% 13% False False 239
100 1.0168 0.9679 0.0489 5.0% 0.0048 0.5% 13% False False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0025
2.618 0.9927
1.618 0.9867
1.000 0.9830
0.618 0.9807
HIGH 0.9770
0.618 0.9747
0.500 0.9740
0.382 0.9733
LOW 0.9710
0.618 0.9673
1.000 0.9650
1.618 0.9613
2.618 0.9553
4.250 0.9455
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 0.9741 0.9736
PP 0.9740 0.9730
S1 0.9740 0.9725

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

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