CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 0.9680 0.9690 0.0010 0.1% 0.9775
High 0.9700 0.9750 0.0050 0.5% 0.9800
Low 0.9668 0.9690 0.0022 0.2% 0.9668
Close 0.9672 0.9723 0.0051 0.5% 0.9672
Range 0.0032 0.0060 0.0028 87.5% 0.0132
ATR 0.0056 0.0058 0.0002 2.8% 0.0000
Volume 347 380 33 9.5% 1,145
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 0.9901 0.9872 0.9756
R3 0.9841 0.9812 0.9740
R2 0.9781 0.9781 0.9734
R1 0.9752 0.9752 0.9729 0.9767
PP 0.9721 0.9721 0.9721 0.9728
S1 0.9692 0.9692 0.9718 0.9707
S2 0.9661 0.9661 0.9712
S3 0.9601 0.9632 0.9707
S4 0.9541 0.9572 0.9690
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0109 1.0023 0.9745
R3 0.9977 0.9891 0.9708
R2 0.9845 0.9845 0.9696
R1 0.9759 0.9759 0.9684 0.9736
PP 0.9713 0.9713 0.9713 0.9702
S1 0.9627 0.9627 0.9660 0.9604
S2 0.9581 0.9581 0.9648
S3 0.9449 0.9495 0.9636
S4 0.9317 0.9363 0.9599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9668 0.0132 1.4% 0.0051 0.5% 42% False False 230
10 0.9925 0.9668 0.0257 2.6% 0.0052 0.5% 21% False False 191
20 1.0097 0.9668 0.0429 4.4% 0.0052 0.5% 13% False False 144
40 1.0136 0.9668 0.0468 4.8% 0.0043 0.4% 12% False False 109
60 1.0136 0.9668 0.0468 4.8% 0.0040 0.4% 12% False False 123
80 1.0136 0.9668 0.0468 4.8% 0.0038 0.4% 12% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0005
2.618 0.9907
1.618 0.9847
1.000 0.9810
0.618 0.9787
HIGH 0.9750
0.618 0.9727
0.500 0.9720
0.382 0.9713
LOW 0.9690
0.618 0.9653
1.000 0.9630
1.618 0.9593
2.618 0.9533
4.250 0.9435
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 0.9722 0.9718
PP 0.9721 0.9714
S1 0.9720 0.9709

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

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