CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 0.9754 0.9685 -0.0069 -0.7% 0.9771
High 0.9755 0.9720 -0.0035 -0.4% 0.9820
Low 0.9675 0.9625 -0.0050 -0.5% 0.9679
Close 0.9688 0.9659 -0.0029 -0.3% 0.9690
Range 0.0080 0.0095 0.0015 18.8% 0.0141
ATR 0.0072 0.0074 0.0002 2.3% 0.0000
Volume 953 795 -158 -16.6% 5,065
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 0.9953 0.9901 0.9711
R3 0.9858 0.9806 0.9685
R2 0.9763 0.9763 0.9676
R1 0.9711 0.9711 0.9668 0.9690
PP 0.9668 0.9668 0.9668 0.9657
S1 0.9616 0.9616 0.9650 0.9595
S2 0.9573 0.9573 0.9642
S3 0.9478 0.9521 0.9633
S4 0.9383 0.9426 0.9607
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 0.9770 0.9625 0.0145 1.5% 0.0070 0.7% 23% False True 1,127
10 0.9869 0.9625 0.0244 2.5% 0.0075 0.8% 14% False True 890
20 1.0140 0.9625 0.0515 5.3% 0.0072 0.7% 7% False True 584
40 1.0168 0.9625 0.0543 5.6% 0.0068 0.7% 6% False True 433
60 1.0168 0.9625 0.0543 5.6% 0.0062 0.6% 6% False True 323
80 1.0168 0.9625 0.0543 5.6% 0.0055 0.6% 6% False True 258
100 1.0168 0.9625 0.0543 5.6% 0.0049 0.5% 6% False True 211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0124
2.618 0.9969
1.618 0.9874
1.000 0.9815
0.618 0.9779
HIGH 0.9720
0.618 0.9684
0.500 0.9673
0.382 0.9661
LOW 0.9625
0.618 0.9566
1.000 0.9530
1.618 0.9471
2.618 0.9376
4.250 0.9221
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 0.9673 0.9698
PP 0.9668 0.9685
S1 0.9664 0.9672

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

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