CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 0.9700 0.9601 -0.0099 -1.0% 0.9730
High 0.9700 0.9641 -0.0059 -0.6% 0.9755
Low 0.9651 0.9600 -0.0051 -0.5% 0.9657
Close 0.9654 0.9627 -0.0027 -0.3% 0.9657
Range 0.0049 0.0041 -0.0008 -16.3% 0.0098
ATR 0.0037 0.0038 0.0001 3.4% 0.0000
Volume 83 9 -74 -89.2% 134
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 0.9746 0.9727 0.9650
R3 0.9705 0.9686 0.9638
R2 0.9664 0.9664 0.9635
R1 0.9645 0.9645 0.9631 0.9655
PP 0.9623 0.9623 0.9623 0.9627
S1 0.9604 0.9604 0.9623 0.9614
S2 0.9582 0.9582 0.9619
S3 0.9541 0.9563 0.9616
S4 0.9500 0.9522 0.9604
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 0.9707 0.9600 0.0107 1.1% 0.0034 0.4% 25% False True 51
10 0.9800 0.9600 0.0200 2.1% 0.0027 0.3% 14% False True 77
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9815
2.618 0.9748
1.618 0.9707
1.000 0.9682
0.618 0.9666
HIGH 0.9641
0.618 0.9625
0.500 0.9621
0.382 0.9616
LOW 0.9600
0.618 0.9575
1.000 0.9559
1.618 0.9534
2.618 0.9493
4.250 0.9426
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 0.9625 0.9653
PP 0.9623 0.9644
S1 0.9621 0.9636

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

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