CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 0.9673 0.9707 0.0034 0.4% 0.9904
High 0.9695 0.9707 0.0012 0.1% 0.9904
Low 0.9672 0.9658 -0.0014 -0.1% 0.9724
Close 0.9695 0.9664 -0.0031 -0.3% 0.9724
Range 0.0023 0.0049 0.0026 113.0% 0.0180
ATR
Volume 25 49 24 96.0% 500
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 0.9823 0.9793 0.9691
R3 0.9774 0.9744 0.9677
R2 0.9725 0.9725 0.9673
R1 0.9695 0.9695 0.9668 0.9686
PP 0.9676 0.9676 0.9676 0.9672
S1 0.9646 0.9646 0.9660 0.9637
S2 0.9627 0.9627 0.9655
S3 0.9578 0.9597 0.9651
S4 0.9529 0.9548 0.9637
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 0.9755 0.9658 0.0097 1.0% 0.0022 0.2% 6% False True 112
10 0.9922 0.9658 0.0264 2.7% 0.0019 0.2% 2% False True 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9835
1.618 0.9786
1.000 0.9756
0.618 0.9737
HIGH 0.9707
0.618 0.9688
0.500 0.9683
0.382 0.9677
LOW 0.9658
0.618 0.9628
1.000 0.9609
1.618 0.9579
2.618 0.9530
4.250 0.9450
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 0.9683 0.9707
PP 0.9676 0.9692
S1 0.9670 0.9678

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

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