CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 0.9970 0.9980 0.0010 0.1% 1.0125
High 1.0017 0.9980 -0.0037 -0.4% 1.0125
Low 0.9967 0.9930 -0.0037 -0.4% 0.9986
Close 1.0011 0.9963 -0.0048 -0.5% 0.9989
Range 0.0050 0.0050 0.0000 0.0% 0.0139
ATR 0.0051 0.0054 0.0002 4.1% 0.0000
Volume 418 71 -347 -83.0% 265
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.0108 1.0085 0.9991
R3 1.0058 1.0035 0.9977
R2 1.0008 1.0008 0.9972
R1 0.9985 0.9985 0.9968 0.9972
PP 0.9958 0.9958 0.9958 0.9951
S1 0.9935 0.9935 0.9958 0.9922
S2 0.9908 0.9908 0.9954
S3 0.9858 0.9885 0.9949
S4 0.9808 0.9835 0.9936
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0450 1.0359 1.0065
R3 1.0311 1.0220 1.0027
R2 1.0172 1.0172 1.0014
R1 1.0081 1.0081 1.0002 1.0057
PP 1.0033 1.0033 1.0033 1.0022
S1 0.9942 0.9942 0.9976 0.9918
S2 0.9894 0.9894 0.9964
S3 0.9755 0.9803 0.9951
S4 0.9616 0.9664 0.9913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9930 0.0167 1.7% 0.0052 0.5% 20% False True 116
10 1.0136 0.9930 0.0206 2.1% 0.0043 0.4% 16% False True 82
20 1.0136 0.9896 0.0240 2.4% 0.0041 0.4% 28% False False 83
40 1.0136 0.9896 0.0240 2.4% 0.0037 0.4% 28% False False 118
60 1.0136 0.9896 0.0240 2.4% 0.0036 0.4% 28% False False 136
Crabel Price Patterns
NR False
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.0193
2.618 1.0111
1.618 1.0061
1.000 1.0030
0.618 1.0011
HIGH 0.9980
0.618 0.9961
0.500 0.9955
0.382 0.9949
LOW 0.9930
0.618 0.9899
1.000 0.9880
1.618 0.9849
2.618 0.9799
4.250 0.9718
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 0.9960 0.9998
PP 0.9958 0.9986
S1 0.9955 0.9975

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

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