CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.0097 1.0065 -0.0032 -0.3% 1.0125
High 1.0097 1.0065 -0.0032 -0.3% 1.0125
Low 1.0056 0.9986 -0.0070 -0.7% 0.9986
Close 1.0056 0.9989 -0.0067 -0.7% 0.9989
Range 0.0041 0.0079 0.0038 92.7% 0.0139
ATR 0.0049 0.0052 0.0002 4.3% 0.0000
Volume 41 14 -27 -65.9% 265
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0250 1.0199 1.0032
R3 1.0171 1.0120 1.0011
R2 1.0092 1.0092 1.0003
R1 1.0041 1.0041 0.9996 1.0027
PP 1.0013 1.0013 1.0013 1.0007
S1 0.9962 0.9962 0.9982 0.9948
S2 0.9934 0.9934 0.9975
S3 0.9855 0.9883 0.9967
S4 0.9776 0.9804 0.9946
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0450 1.0359 1.0065
R3 1.0311 1.0220 1.0027
R2 1.0172 1.0172 1.0014
R1 1.0081 1.0081 1.0002 1.0057
PP 1.0033 1.0033 1.0033 1.0022
S1 0.9942 0.9942 0.9976 0.9918
S2 0.9894 0.9894 0.9964
S3 0.9755 0.9803 0.9951
S4 0.9616 0.9664 0.9913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0125 0.9986 0.0139 1.4% 0.0056 0.6% 2% False True 53
10 1.0136 0.9986 0.0150 1.5% 0.0037 0.4% 2% False True 36
20 1.0136 0.9896 0.0240 2.4% 0.0040 0.4% 39% False False 63
40 1.0136 0.9896 0.0240 2.4% 0.0036 0.4% 39% False False 107
60 1.0136 0.9896 0.0240 2.4% 0.0035 0.4% 39% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0401
2.618 1.0272
1.618 1.0193
1.000 1.0144
0.618 1.0114
HIGH 1.0065
0.618 1.0035
0.500 1.0026
0.382 1.0016
LOW 0.9986
0.618 0.9937
1.000 0.9907
1.618 0.9858
2.618 0.9779
4.250 0.9650
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.0026 1.0042
PP 1.0013 1.0024
S1 1.0001 1.0007

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.