CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.0152 1.0154 0.0002 0.0% 1.0131
High 1.0177 1.0170 -0.0007 -0.1% 1.0177
Low 1.0145 1.0129 -0.0016 -0.2% 1.0101
Close 1.0150 1.0137 -0.0013 -0.1% 1.0137
Range 0.0032 0.0041 0.0009 28.1% 0.0076
ATR 0.0044 0.0044 0.0000 -0.5% 0.0000
Volume 90,585 40,010 -50,575 -55.8% 384,980
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0268 1.0244 1.0160
R3 1.0227 1.0203 1.0148
R2 1.0186 1.0186 1.0145
R1 1.0162 1.0162 1.0141 1.0154
PP 1.0145 1.0145 1.0145 1.0141
S1 1.0121 1.0121 1.0133 1.0113
S2 1.0104 1.0104 1.0129
S3 1.0063 1.0080 1.0126
S4 1.0022 1.0039 1.0114
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0366 1.0328 1.0179
R3 1.0290 1.0252 1.0158
R2 1.0214 1.0214 1.0151
R1 1.0176 1.0176 1.0144 1.0195
PP 1.0138 1.0138 1.0138 1.0148
S1 1.0100 1.0100 1.0130 1.0119
S2 1.0062 1.0062 1.0123
S3 0.9986 1.0024 1.0116
S4 0.9910 0.9948 1.0095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0177 1.0101 0.0076 0.7% 0.0035 0.3% 47% False False 76,996
10 1.0177 1.0043 0.0134 1.3% 0.0038 0.4% 70% False False 79,711
20 1.0177 0.9936 0.0241 2.4% 0.0042 0.4% 83% False False 73,648
40 1.0177 0.9936 0.0241 2.4% 0.0049 0.5% 83% False False 71,312
60 1.0257 0.9936 0.0321 3.2% 0.0055 0.5% 63% False False 73,406
80 1.0359 0.9936 0.0423 4.2% 0.0056 0.6% 48% False False 64,217
100 1.0359 0.9814 0.0545 5.4% 0.0055 0.5% 59% False False 51,474
120 1.0359 0.9620 0.0739 7.3% 0.0055 0.5% 70% False False 42,965
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0344
2.618 1.0277
1.618 1.0236
1.000 1.0211
0.618 1.0195
HIGH 1.0170
0.618 1.0154
0.500 1.0150
0.382 1.0145
LOW 1.0129
0.618 1.0104
1.000 1.0088
1.618 1.0063
2.618 1.0022
4.250 0.9955
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.0150 1.0153
PP 1.0145 1.0148
S1 1.0141 1.0142

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

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