CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 0.9775 0.9790 0.0015 0.2% 0.9907
High 0.9785 0.9800 0.0015 0.2% 0.9930
Low 0.9720 0.9750 0.0030 0.3% 0.9740
Close 0.9766 0.9755 -0.0011 -0.1% 0.9745
Range 0.0065 0.0050 -0.0015 -23.1% 0.0190
ATR 0.0057 0.0057 -0.0001 -0.9% 0.0000
Volume 371 38 -333 -89.8% 466
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 0.9918 0.9887 0.9783
R3 0.9868 0.9837 0.9769
R2 0.9818 0.9818 0.9764
R1 0.9787 0.9787 0.9760 0.9778
PP 0.9768 0.9768 0.9768 0.9764
S1 0.9737 0.9737 0.9750 0.9728
S2 0.9718 0.9718 0.9746
S3 0.9668 0.9687 0.9741
S4 0.9618 0.9637 0.9728
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 0.9877 0.9720 0.0157 1.6% 0.0056 0.6% 22% False False 120
10 0.9988 0.9720 0.0268 2.7% 0.0054 0.6% 13% False False 106
20 1.0136 0.9720 0.0416 4.3% 0.0049 0.5% 8% False False 94
40 1.0136 0.9720 0.0416 4.3% 0.0043 0.4% 8% False False 90
60 1.0136 0.9720 0.0416 4.3% 0.0039 0.4% 8% False False 141
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0013
2.618 0.9931
1.618 0.9881
1.000 0.9850
0.618 0.9831
HIGH 0.9800
0.618 0.9781
0.500 0.9775
0.382 0.9769
LOW 0.9750
0.618 0.9719
1.000 0.9700
1.618 0.9669
2.618 0.9619
4.250 0.9538
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 0.9775 0.9760
PP 0.9768 0.9758
S1 0.9762 0.9757

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

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