CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 0.9950 0.9958 0.0008 0.1% 1.0125
High 0.9950 0.9969 0.0019 0.2% 1.0125
Low 0.9900 0.9925 0.0025 0.3% 0.9986
Close 0.9938 0.9937 -0.0001 0.0% 0.9989
Range 0.0050 0.0044 -0.0006 -12.0% 0.0139
ATR 0.0054 0.0054 -0.0001 -1.4% 0.0000
Volume 49 48 -1 -2.0% 265
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.0076 1.0050 0.9961
R3 1.0032 1.0006 0.9949
R2 0.9988 0.9988 0.9945
R1 0.9962 0.9962 0.9941 0.9953
PP 0.9944 0.9944 0.9944 0.9939
S1 0.9918 0.9918 0.9933 0.9909
S2 0.9900 0.9900 0.9929
S3 0.9856 0.9874 0.9925
S4 0.9812 0.9830 0.9913
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 1.0065 0.9900 0.0165 1.7% 0.0055 0.5% 22% False False 120
10 1.0136 0.9900 0.0236 2.4% 0.0048 0.5% 16% False False 85
20 1.0136 0.9900 0.0236 2.4% 0.0041 0.4% 16% False False 66
40 1.0136 0.9896 0.0240 2.4% 0.0038 0.4% 17% False False 87
60 1.0136 0.9896 0.0240 2.4% 0.0037 0.4% 17% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0156
2.618 1.0084
1.618 1.0040
1.000 1.0013
0.618 0.9996
HIGH 0.9969
0.618 0.9952
0.500 0.9947
0.382 0.9942
LOW 0.9925
0.618 0.9898
1.000 0.9881
1.618 0.9854
2.618 0.9810
4.250 0.9738
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 0.9947 0.9940
PP 0.9944 0.9939
S1 0.9940 0.9938

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

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