CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 0.9674 0.9691 0.0017 0.2% 0.9730
High 0.9674 0.9706 0.0032 0.3% 0.9755
Low 0.9657 0.9690 0.0033 0.3% 0.9657
Close 0.9657 0.9706 0.0049 0.5% 0.9657
Range 0.0017 0.0016 -0.0001 -5.9% 0.0098
ATR 0.0034 0.0035 0.0001 3.1% 0.0000
Volume 47 68 21 44.7% 134
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 0.9749 0.9743 0.9715
R3 0.9733 0.9727 0.9710
R2 0.9717 0.9717 0.9709
R1 0.9711 0.9711 0.9707 0.9714
PP 0.9701 0.9701 0.9701 0.9702
S1 0.9695 0.9695 0.9705 0.9698
S2 0.9685 0.9685 0.9703
S3 0.9669 0.9679 0.9702
S4 0.9653 0.9663 0.9697
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 0.9984 0.9918 0.9711
R3 0.9886 0.9820 0.9684
R2 0.9788 0.9788 0.9675
R1 0.9722 0.9722 0.9666 0.9706
PP 0.9690 0.9690 0.9690 0.9682
S1 0.9624 0.9624 0.9648 0.9608
S2 0.9592 0.9592 0.9639
S3 0.9494 0.9526 0.9630
S4 0.9396 0.9428 0.9603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9657 0.0098 1.0% 0.0026 0.3% 50% False False 40
10 0.9882 0.9657 0.0225 2.3% 0.0021 0.2% 22% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9774
2.618 0.9748
1.618 0.9732
1.000 0.9722
0.618 0.9716
HIGH 0.9706
0.618 0.9700
0.500 0.9698
0.382 0.9696
LOW 0.9690
0.618 0.9680
1.000 0.9674
1.618 0.9664
2.618 0.9648
4.250 0.9622
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 0.9703 0.9698
PP 0.9701 0.9690
S1 0.9698 0.9682

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

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