CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 0.9730 0.9726 -0.0004 0.0% 0.9907
High 0.9735 0.9726 -0.0009 -0.1% 0.9930
Low 0.9680 0.9669 -0.0011 -0.1% 0.9740
Close 0.9712 0.9682 -0.0030 -0.3% 0.9745
Range 0.0055 0.0057 0.0002 3.6% 0.0190
ATR 0.0058 0.0058 0.0000 -0.1% 0.0000
Volume 37 352 315 851.4% 466
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 0.9863 0.9830 0.9713
R3 0.9806 0.9773 0.9698
R2 0.9749 0.9749 0.9692
R1 0.9716 0.9716 0.9687 0.9704
PP 0.9692 0.9692 0.9692 0.9687
S1 0.9659 0.9659 0.9677 0.9647
S2 0.9635 0.9635 0.9672
S3 0.9578 0.9602 0.9666
S4 0.9521 0.9545 0.9651
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 0.9800 0.9669 0.0131 1.4% 0.0057 0.6% 10% False True 170
10 0.9988 0.9669 0.0319 3.3% 0.0056 0.6% 4% False True 135
20 1.0136 0.9669 0.0467 4.8% 0.0052 0.5% 3% False True 110
40 1.0136 0.9669 0.0467 4.8% 0.0043 0.4% 3% False True 96
60 1.0136 0.9669 0.0467 4.8% 0.0040 0.4% 3% False True 122
80 1.0136 0.9669 0.0467 4.8% 0.0037 0.4% 3% False True 125
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9968
2.618 0.9875
1.618 0.9818
1.000 0.9783
0.618 0.9761
HIGH 0.9726
0.618 0.9704
0.500 0.9698
0.382 0.9691
LOW 0.9669
0.618 0.9634
1.000 0.9612
1.618 0.9577
2.618 0.9520
4.250 0.9427
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 0.9698 0.9735
PP 0.9692 0.9717
S1 0.9687 0.9700

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

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