CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 1.0070 1.0070 0.0000 0.0% 1.0006
High 1.0095 1.0080 -0.0015 -0.1% 1.0136
Low 1.0050 1.0040 -0.0010 -0.1% 1.0006
Close 1.0091 1.0077 -0.0014 -0.1% 1.0133
Range 0.0045 0.0040 -0.0005 -11.1% 0.0130
ATR 0.0050 0.0050 0.0000 0.1% 0.0000
Volume 136 38 -98 -72.1% 102
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 1.0186 1.0171 1.0099
R3 1.0146 1.0131 1.0088
R2 1.0106 1.0106 1.0084
R1 1.0091 1.0091 1.0081 1.0099
PP 1.0066 1.0066 1.0066 1.0069
S1 1.0051 1.0051 1.0073 1.0059
S2 1.0026 1.0026 1.0070
S3 0.9986 1.0011 1.0066
S4 0.9946 0.9971 1.0055
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0437 1.0205
R3 1.0352 1.0307 1.0169
R2 1.0222 1.0222 1.0157
R1 1.0177 1.0177 1.0145 1.0200
PP 1.0092 1.0092 1.0092 1.0103
S1 1.0047 1.0047 1.0121 1.0070
S2 0.9962 0.9962 1.0109
S3 0.9832 0.9917 1.0097
S4 0.9702 0.9787 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0136 1.0040 0.0096 1.0% 0.0037 0.4% 39% False True 50
10 1.0136 0.9983 0.0153 1.5% 0.0035 0.3% 61% False False 33
20 1.0136 0.9896 0.0240 2.4% 0.0036 0.4% 75% False False 67
40 1.0136 0.9896 0.0240 2.4% 0.0035 0.3% 75% False False 108
60 1.0136 0.9896 0.0240 2.4% 0.0033 0.3% 75% False False 131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0250
2.618 1.0185
1.618 1.0145
1.000 1.0120
0.618 1.0105
HIGH 1.0080
0.618 1.0065
0.500 1.0060
0.382 1.0055
LOW 1.0040
0.618 1.0015
1.000 1.0000
1.618 0.9975
2.618 0.9935
4.250 0.9870
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 1.0071 1.0083
PP 1.0066 1.0081
S1 1.0060 1.0079

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

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