CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.0068 1.0049 -0.0019 -0.2% 0.9984
High 1.0091 1.0079 -0.0012 -0.1% 1.0082
Low 1.0047 1.0035 -0.0012 -0.1% 0.9976
Close 1.0053 1.0071 0.0018 0.2% 1.0079
Range 0.0044 0.0044 0.0000 0.0% 0.0106
ATR 0.0054 0.0053 -0.0001 -1.3% 0.0000
Volume 69,393 76,908 7,515 10.8% 243,672
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0194 1.0176 1.0095
R3 1.0150 1.0132 1.0083
R2 1.0106 1.0106 1.0079
R1 1.0088 1.0088 1.0075 1.0097
PP 1.0062 1.0062 1.0062 1.0066
S1 1.0044 1.0044 1.0067 1.0053
S2 1.0018 1.0018 1.0063
S3 0.9974 1.0000 1.0059
S4 0.9930 0.9956 1.0047
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0364 1.0327 1.0137
R3 1.0258 1.0221 1.0108
R2 1.0152 1.0152 1.0098
R1 1.0115 1.0115 1.0089 1.0134
PP 1.0046 1.0046 1.0046 1.0055
S1 1.0009 1.0009 1.0069 1.0028
S2 0.9940 0.9940 1.0060
S3 0.9834 0.9903 1.0050
S4 0.9728 0.9797 1.0021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0091 1.0001 0.0090 0.9% 0.0048 0.5% 78% False False 66,660
10 1.0091 0.9936 0.0155 1.5% 0.0048 0.5% 87% False False 66,410
20 1.0118 0.9936 0.0182 1.8% 0.0052 0.5% 74% False False 69,333
40 1.0256 0.9936 0.0320 3.2% 0.0059 0.6% 42% False False 71,720
60 1.0359 0.9936 0.0423 4.2% 0.0061 0.6% 32% False False 69,818
80 1.0359 0.9936 0.0423 4.2% 0.0057 0.6% 32% False False 52,612
100 1.0359 0.9723 0.0636 6.3% 0.0056 0.6% 55% False False 42,182
120 1.0359 0.9620 0.0739 7.3% 0.0057 0.6% 61% False False 35,200
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Fibonacci Retracements and Extensions
4.250 1.0266
2.618 1.0194
1.618 1.0150
1.000 1.0123
0.618 1.0106
HIGH 1.0079
0.618 1.0062
0.500 1.0057
0.382 1.0052
LOW 1.0035
0.618 1.0008
1.000 0.9991
1.618 0.9964
2.618 0.9920
4.250 0.9848
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.0066 1.0068
PP 1.0062 1.0066
S1 1.0057 1.0063

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

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