CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 0.9700 0.9674 -0.0026 -0.3% 0.9775
High 0.9700 0.9674 -0.0026 -0.3% 0.9800
Low 0.9656 0.9610 -0.0046 -0.5% 0.9668
Close 0.9671 0.9643 -0.0028 -0.3% 0.9672
Range 0.0044 0.0064 0.0020 45.5% 0.0132
ATR 0.0058 0.0059 0.0000 0.7% 0.0000
Volume 499 110 -389 -78.0% 1,145
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 0.9834 0.9803 0.9678
R3 0.9770 0.9739 0.9661
R2 0.9706 0.9706 0.9655
R1 0.9675 0.9675 0.9649 0.9659
PP 0.9642 0.9642 0.9642 0.9634
S1 0.9611 0.9611 0.9637 0.9595
S2 0.9578 0.9578 0.9631
S3 0.9514 0.9547 0.9625
S4 0.9450 0.9483 0.9608
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 0.9750 0.9610 0.0140 1.5% 0.0051 0.5% 24% False True 337
10 0.9843 0.9610 0.0233 2.4% 0.0055 0.6% 14% False True 229
20 1.0097 0.9610 0.0487 5.1% 0.0054 0.6% 7% False True 166
40 1.0136 0.9610 0.0526 5.5% 0.0045 0.5% 6% False True 117
60 1.0136 0.9610 0.0526 5.5% 0.0041 0.4% 6% False True 127
80 1.0136 0.9610 0.0526 5.5% 0.0038 0.4% 6% False True 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9946
2.618 0.9842
1.618 0.9778
1.000 0.9738
0.618 0.9714
HIGH 0.9674
0.618 0.9650
0.500 0.9642
0.382 0.9634
LOW 0.9610
0.618 0.9570
1.000 0.9546
1.618 0.9506
2.618 0.9442
4.250 0.9338
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 0.9643 0.9680
PP 0.9642 0.9668
S1 0.9642 0.9655

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

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