CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.0065 1.0079 0.0014 0.1% 1.0072
High 1.0090 1.0107 0.0017 0.2% 1.0091
Low 1.0056 1.0071 0.0015 0.1% 1.0035
Close 1.0085 1.0081 -0.0004 0.0% 1.0066
Range 0.0034 0.0036 0.0002 5.9% 0.0056
ATR 0.0047 0.0047 -0.0001 -1.7% 0.0000
Volume 75,615 81,209 5,594 7.4% 351,380
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0194 1.0174 1.0101
R3 1.0158 1.0138 1.0091
R2 1.0122 1.0122 1.0088
R1 1.0102 1.0102 1.0084 1.0112
PP 1.0086 1.0086 1.0086 1.0092
S1 1.0066 1.0066 1.0078 1.0076
S2 1.0050 1.0050 1.0074
S3 1.0014 1.0030 1.0071
S4 0.9978 0.9994 1.0061
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 1.0107 1.0043 0.0064 0.6% 0.0036 0.4% 59% True False 75,915
10 1.0107 1.0012 0.0095 0.9% 0.0041 0.4% 73% True False 73,766
20 1.0107 0.9936 0.0171 1.7% 0.0043 0.4% 85% True False 69,668
40 1.0231 0.9936 0.0295 2.9% 0.0055 0.5% 49% False False 71,735
60 1.0359 0.9936 0.0423 4.2% 0.0058 0.6% 34% False False 73,987
80 1.0359 0.9936 0.0423 4.2% 0.0057 0.6% 34% False False 58,261
100 1.0359 0.9745 0.0614 6.1% 0.0056 0.6% 55% False False 46,709
120 1.0359 0.9620 0.0739 7.3% 0.0056 0.6% 62% False False 38,982
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0260
2.618 1.0201
1.618 1.0165
1.000 1.0143
0.618 1.0129
HIGH 1.0107
0.618 1.0093
0.500 1.0089
0.382 1.0085
LOW 1.0071
0.618 1.0049
1.000 1.0035
1.618 1.0013
2.618 0.9977
4.250 0.9918
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.0089 1.0079
PP 1.0086 1.0077
S1 1.0084 1.0075

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

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