CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 0.9710 0.9754 0.0044 0.5% 0.9771
High 0.9770 0.9755 -0.0015 -0.2% 0.9820
Low 0.9710 0.9675 -0.0035 -0.4% 0.9679
Close 0.9741 0.9688 -0.0053 -0.5% 0.9690
Range 0.0060 0.0080 0.0020 33.3% 0.0141
ATR 0.0071 0.0072 0.0001 0.9% 0.0000
Volume 431 953 522 121.1% 5,065
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 0.9946 0.9897 0.9732
R3 0.9866 0.9817 0.9710
R2 0.9786 0.9786 0.9703
R1 0.9737 0.9737 0.9695 0.9722
PP 0.9706 0.9706 0.9706 0.9698
S1 0.9657 0.9657 0.9681 0.9642
S2 0.9626 0.9626 0.9673
S3 0.9546 0.9577 0.9666
S4 0.9466 0.9497 0.9644
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 0.9772 0.9675 0.0097 1.0% 0.0068 0.7% 13% False True 1,016
10 0.9915 0.9675 0.0240 2.5% 0.0073 0.8% 5% False True 830
20 1.0140 0.9675 0.0465 4.8% 0.0070 0.7% 3% False True 553
40 1.0168 0.9675 0.0493 5.1% 0.0067 0.7% 3% False True 415
60 1.0168 0.9675 0.0493 5.1% 0.0061 0.6% 3% False True 312
80 1.0168 0.9675 0.0493 5.1% 0.0054 0.6% 3% False True 249
100 1.0168 0.9675 0.0493 5.1% 0.0048 0.5% 3% False True 204
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0095
2.618 0.9964
1.618 0.9884
1.000 0.9835
0.618 0.9804
HIGH 0.9755
0.618 0.9724
0.500 0.9715
0.382 0.9706
LOW 0.9675
0.618 0.9626
1.000 0.9595
1.618 0.9546
2.618 0.9466
4.250 0.9335
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 0.9715 0.9723
PP 0.9706 0.9711
S1 0.9697 0.9700

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

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