CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.0068 1.0061 -0.0007 -0.1% 1.0072
High 1.0076 1.0083 0.0007 0.1% 1.0091
Low 1.0044 1.0044 0.0000 0.0% 1.0035
Close 1.0066 1.0049 -0.0017 -0.2% 1.0066
Range 0.0032 0.0039 0.0007 21.9% 0.0056
ATR 0.0050 0.0049 -0.0001 -1.5% 0.0000
Volume 61,846 81,752 19,906 32.2% 351,380
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0176 1.0151 1.0070
R3 1.0137 1.0112 1.0060
R2 1.0098 1.0098 1.0056
R1 1.0073 1.0073 1.0053 1.0066
PP 1.0059 1.0059 1.0059 1.0055
S1 1.0034 1.0034 1.0045 1.0027
S2 1.0020 1.0020 1.0042
S3 0.9981 0.9995 1.0038
S4 0.9942 0.9956 1.0028
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0232 1.0205 1.0097
R3 1.0176 1.0149 1.0081
R2 1.0120 1.0120 1.0076
R1 1.0093 1.0093 1.0071 1.0079
PP 1.0064 1.0064 1.0064 1.0057
S1 1.0037 1.0037 1.0061 1.0023
S2 1.0008 1.0008 1.0056
S3 0.9952 0.9981 1.0051
S4 0.9896 0.9925 1.0035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0091 1.0035 0.0056 0.6% 0.0037 0.4% 25% False False 73,071
10 1.0091 0.9976 0.0115 1.1% 0.0044 0.4% 63% False False 67,680
20 1.0118 0.9936 0.0182 1.8% 0.0048 0.5% 62% False False 68,660
40 1.0246 0.9936 0.0310 3.1% 0.0056 0.6% 36% False False 70,608
60 1.0359 0.9936 0.0423 4.2% 0.0059 0.6% 27% False False 72,895
80 1.0359 0.9936 0.0423 4.2% 0.0057 0.6% 27% False False 55,339
100 1.0359 0.9745 0.0614 6.1% 0.0056 0.6% 50% False False 44,364
120 1.0359 0.9620 0.0739 7.4% 0.0056 0.6% 58% False False 37,018
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0249
2.618 1.0185
1.618 1.0146
1.000 1.0122
0.618 1.0107
HIGH 1.0083
0.618 1.0068
0.500 1.0064
0.382 1.0059
LOW 1.0044
0.618 1.0020
1.000 1.0005
1.618 0.9981
2.618 0.9942
4.250 0.9878
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.0064 1.0065
PP 1.0059 1.0059
S1 1.0054 1.0054

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

View Archives - Comment on this page... - Back to Index of Symbols