CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.0117 1.0119 0.0002 0.0% 1.0040
High 1.0122 1.0156 0.0034 0.3% 1.0102
Low 1.0100 1.0115 0.0015 0.1% 1.0024
Close 1.0116 1.0142 0.0026 0.3% 1.0081
Range 0.0022 0.0041 0.0019 86.4% 0.0078
ATR 0.0041 0.0041 0.0000 0.1% 0.0000
Volume 33,145 40,111 6,966 21.0% 16,064
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0261 1.0242 1.0165
R3 1.0220 1.0201 1.0153
R2 1.0179 1.0179 1.0150
R1 1.0160 1.0160 1.0146 1.0170
PP 1.0138 1.0138 1.0138 1.0142
S1 1.0119 1.0119 1.0138 1.0129
S2 1.0097 1.0097 1.0134
S3 1.0056 1.0078 1.0131
S4 1.0015 1.0037 1.0119
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0303 1.0270 1.0124
R3 1.0225 1.0192 1.0102
R2 1.0147 1.0147 1.0095
R1 1.0114 1.0114 1.0088 1.0131
PP 1.0069 1.0069 1.0069 1.0077
S1 1.0036 1.0036 1.0074 1.0053
S2 0.9991 0.9991 1.0067
S3 0.9913 0.9958 1.0060
S4 0.9835 0.9880 1.0038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0156 1.0046 0.0110 1.1% 0.0036 0.4% 87% True False 20,595
10 1.0156 1.0024 0.0132 1.3% 0.0034 0.3% 89% True False 11,807
20 1.0156 0.9919 0.0237 2.3% 0.0038 0.4% 94% True False 6,178
40 1.0210 0.9919 0.0291 2.9% 0.0045 0.4% 77% False False 3,292
60 1.0232 0.9919 0.0313 3.1% 0.0046 0.5% 71% False False 2,250
80 1.0320 0.9919 0.0401 4.0% 0.0043 0.4% 56% False False 1,711
100 1.0320 0.9734 0.0586 5.8% 0.0039 0.4% 70% False False 1,376
120 1.0320 0.9610 0.0710 7.0% 0.0038 0.4% 75% False False 1,151
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0330
2.618 1.0263
1.618 1.0222
1.000 1.0197
0.618 1.0181
HIGH 1.0156
0.618 1.0140
0.500 1.0136
0.382 1.0131
LOW 1.0115
0.618 1.0090
1.000 1.0074
1.618 1.0049
2.618 1.0008
4.250 0.9941
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.0140 1.0136
PP 1.0138 1.0130
S1 1.0136 1.0124

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

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