CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 0.9925 0.9877 -0.0048 -0.5% 0.9970
High 0.9925 0.9877 -0.0048 -0.5% 1.0017
Low 0.9890 0.9835 -0.0055 -0.6% 0.9890
Close 0.9904 0.9839 -0.0065 -0.7% 0.9947
Range 0.0035 0.0042 0.0007 20.0% 0.0127
ATR 0.0054 0.0055 0.0001 1.9% 0.0000
Volume 194 35 -159 -82.0% 679
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 0.9976 0.9950 0.9862
R3 0.9934 0.9908 0.9851
R2 0.9892 0.9892 0.9847
R1 0.9866 0.9866 0.9843 0.9858
PP 0.9850 0.9850 0.9850 0.9847
S1 0.9824 0.9824 0.9835 0.9816
S2 0.9808 0.9808 0.9831
S3 0.9766 0.9782 0.9827
S4 0.9724 0.9740 0.9816
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0332 1.0267 1.0017
R3 1.0205 1.0140 0.9982
R2 1.0078 1.0078 0.9970
R1 1.0013 1.0013 0.9959 0.9982
PP 0.9951 0.9951 0.9951 0.9936
S1 0.9886 0.9886 0.9935 0.9855
S2 0.9824 0.9824 0.9924
S3 0.9697 0.9759 0.9912
S4 0.9570 0.9632 0.9877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9988 0.9835 0.0153 1.6% 0.0050 0.5% 3% False True 90
10 1.0097 0.9835 0.0262 2.7% 0.0052 0.5% 2% False True 104
20 1.0136 0.9835 0.0301 3.1% 0.0044 0.4% 1% False True 69
40 1.0136 0.9835 0.0301 3.1% 0.0041 0.4% 1% False True 89
60 1.0136 0.9835 0.0301 3.1% 0.0037 0.4% 1% False True 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0056
2.618 0.9987
1.618 0.9945
1.000 0.9919
0.618 0.9903
HIGH 0.9877
0.618 0.9861
0.500 0.9856
0.382 0.9851
LOW 0.9835
0.618 0.9809
1.000 0.9793
1.618 0.9767
2.618 0.9725
4.250 0.9657
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 0.9856 0.9883
PP 0.9850 0.9868
S1 0.9845 0.9854

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

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