CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 0.9730 0.9755 0.0025 0.3% 0.9904
High 0.9746 0.9755 0.0009 0.1% 0.9904
Low 0.9730 0.9732 0.0002 0.0% 0.9724
Close 0.9746 0.9733 -0.0013 -0.1% 0.9724
Range 0.0016 0.0023 0.0007 43.8% 0.0180
ATR
Volume 1 12 11 1,100.0% 500
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 0.9809 0.9794 0.9746
R3 0.9786 0.9771 0.9739
R2 0.9763 0.9763 0.9737
R1 0.9748 0.9748 0.9735 0.9744
PP 0.9740 0.9740 0.9740 0.9738
S1 0.9725 0.9725 0.9731 0.9721
S2 0.9717 0.9717 0.9729
S3 0.9694 0.9702 0.9727
S4 0.9671 0.9679 0.9720
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0324 1.0204 0.9823
R3 1.0144 1.0024 0.9774
R2 0.9964 0.9964 0.9757
R1 0.9844 0.9844 0.9741 0.9814
PP 0.9784 0.9784 0.9784 0.9769
S1 0.9664 0.9664 0.9708 0.9634
S2 0.9604 0.9604 0.9691
S3 0.9424 0.9484 0.9675
S4 0.9244 0.9304 0.9625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9842 0.9724 0.0118 1.2% 0.0022 0.2% 8% False False 100
10 0.9922 0.9724 0.0198 2.0% 0.0014 0.1% 5% False False 54
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9853
2.618 0.9815
1.618 0.9792
1.000 0.9778
0.618 0.9769
HIGH 0.9755
0.618 0.9746
0.500 0.9744
0.382 0.9741
LOW 0.9732
0.618 0.9718
1.000 0.9709
1.618 0.9695
2.618 0.9672
4.250 0.9634
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 0.9744 0.9740
PP 0.9740 0.9737
S1 0.9737 0.9735

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

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