CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 0.9750 0.9775 0.0025 0.3% 0.9907
High 0.9800 0.9785 -0.0015 -0.2% 0.9930
Low 0.9740 0.9720 -0.0020 -0.2% 0.9740
Close 0.9745 0.9766 0.0021 0.2% 0.9745
Range 0.0060 0.0065 0.0005 8.3% 0.0190
ATR 0.0056 0.0057 0.0001 1.1% 0.0000
Volume 54 371 317 587.0% 466
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 0.9952 0.9924 0.9802
R3 0.9887 0.9859 0.9784
R2 0.9822 0.9822 0.9778
R1 0.9794 0.9794 0.9772 0.9776
PP 0.9757 0.9757 0.9757 0.9748
S1 0.9729 0.9729 0.9760 0.9711
S2 0.9692 0.9692 0.9754
S3 0.9627 0.9664 0.9748
S4 0.9562 0.9599 0.9730
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0375 1.0250 0.9850
R3 1.0185 1.0060 0.9797
R2 0.9995 0.9995 0.9780
R1 0.9870 0.9870 0.9762 0.9838
PP 0.9805 0.9805 0.9805 0.9789
S1 0.9680 0.9680 0.9728 0.9648
S2 0.9615 0.9615 0.9710
S3 0.9425 0.9490 0.9693
S4 0.9235 0.9300 0.9641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9925 0.9720 0.0205 2.1% 0.0053 0.5% 22% False True 151
10 0.9988 0.9720 0.0268 2.7% 0.0054 0.6% 17% False True 109
20 1.0136 0.9720 0.0416 4.3% 0.0047 0.5% 11% False True 92
40 1.0136 0.9720 0.0416 4.3% 0.0042 0.4% 11% False True 90
60 1.0136 0.9720 0.0416 4.3% 0.0039 0.4% 11% False True 144
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0061
2.618 0.9955
1.618 0.9890
1.000 0.9850
0.618 0.9825
HIGH 0.9785
0.618 0.9760
0.500 0.9753
0.382 0.9745
LOW 0.9720
0.618 0.9680
1.000 0.9655
1.618 0.9615
2.618 0.9550
4.250 0.9444
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 0.9762 0.9782
PP 0.9757 0.9776
S1 0.9753 0.9771

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

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