CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.0025 1.0024 -0.0001 0.0% 0.9987
High 1.0039 1.0037 -0.0002 0.0% 1.0008
Low 1.0003 1.0001 -0.0002 0.0% 0.9936
Close 1.0013 1.0030 0.0017 0.2% 0.9976
Range 0.0036 0.0036 0.0000 0.0% 0.0072
ATR 0.0056 0.0054 -0.0001 -2.5% 0.0000
Volume 59,488 50,674 -8,814 -14.8% 311,027
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0131 1.0116 1.0050
R3 1.0095 1.0080 1.0040
R2 1.0059 1.0059 1.0037
R1 1.0044 1.0044 1.0033 1.0052
PP 1.0023 1.0023 1.0023 1.0026
S1 1.0008 1.0008 1.0027 1.0016
S2 0.9987 0.9987 1.0023
S3 0.9951 0.9972 1.0020
S4 0.9915 0.9936 1.0010
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0155 1.0016
R3 1.0117 1.0083 0.9996
R2 1.0045 1.0045 0.9989
R1 1.0011 1.0011 0.9983 0.9992
PP 0.9973 0.9973 0.9973 0.9964
S1 0.9939 0.9939 0.9969 0.9920
S2 0.9901 0.9901 0.9963
S3 0.9829 0.9867 0.9956
S4 0.9757 0.9795 0.9936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0040 0.9936 0.0104 1.0% 0.0047 0.5% 90% False False 64,547
10 1.0044 0.9936 0.0108 1.1% 0.0045 0.5% 87% False False 65,570
20 1.0118 0.9936 0.0182 1.8% 0.0051 0.5% 52% False False 65,407
40 1.0256 0.9936 0.0320 3.2% 0.0060 0.6% 29% False False 72,739
60 1.0359 0.9936 0.0423 4.2% 0.0061 0.6% 22% False False 65,287
80 1.0359 0.9890 0.0469 4.7% 0.0057 0.6% 30% False False 49,099
100 1.0359 0.9723 0.0636 6.3% 0.0056 0.6% 48% False False 39,370
120 1.0359 0.9579 0.0780 7.8% 0.0058 0.6% 58% False False 32,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 1.0131
1.618 1.0095
1.000 1.0073
0.618 1.0059
HIGH 1.0037
0.618 1.0023
0.500 1.0019
0.382 1.0015
LOW 1.0001
0.618 0.9979
1.000 0.9965
1.618 0.9943
2.618 0.9907
4.250 0.9848
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.0026 1.0023
PP 1.0023 1.0015
S1 1.0019 1.0008

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

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