CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 0.9960 0.9991 0.0031 0.3% 0.9987
High 0.9988 0.9997 0.0009 0.1% 1.0008
Low 0.9952 0.9936 -0.0016 -0.2% 0.9936
Close 0.9976 0.9976 0.0000 0.0% 0.9976
Range 0.0036 0.0061 0.0025 69.4% 0.0072
ATR 0.0056 0.0056 0.0000 0.6% 0.0000
Volume 66,814 80,802 13,988 20.9% 311,027
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0153 1.0125 1.0010
R3 1.0092 1.0064 0.9993
R2 1.0031 1.0031 0.9987
R1 1.0003 1.0003 0.9982 0.9987
PP 0.9970 0.9970 0.9970 0.9961
S1 0.9942 0.9942 0.9970 0.9926
S2 0.9909 0.9909 0.9965
S3 0.9848 0.9881 0.9959
S4 0.9787 0.9820 0.9942
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0155 1.0016
R3 1.0117 1.0083 0.9996
R2 1.0045 1.0045 0.9989
R1 1.0011 1.0011 0.9983 0.9992
PP 0.9973 0.9973 0.9973 0.9964
S1 0.9939 0.9939 0.9969 0.9920
S2 0.9901 0.9901 0.9963
S3 0.9829 0.9867 0.9956
S4 0.9757 0.9795 0.9936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0008 0.9936 0.0072 0.7% 0.0042 0.4% 56% False True 62,205
10 1.0118 0.9936 0.0182 1.8% 0.0052 0.5% 22% False True 69,640
20 1.0118 0.9936 0.0182 1.8% 0.0054 0.5% 22% False True 68,504
40 1.0256 0.9936 0.0320 3.2% 0.0061 0.6% 13% False True 73,642
60 1.0359 0.9936 0.0423 4.2% 0.0061 0.6% 9% False True 62,407
80 1.0359 0.9865 0.0494 5.0% 0.0057 0.6% 22% False False 46,936
100 1.0359 0.9620 0.0739 7.4% 0.0058 0.6% 48% False False 37,635
120 1.0359 0.9545 0.0814 8.2% 0.0058 0.6% 53% False False 31,401
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 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0256
2.618 1.0157
1.618 1.0096
1.000 1.0058
0.618 1.0035
HIGH 0.9997
0.618 0.9974
0.500 0.9967
0.382 0.9959
LOW 0.9936
0.618 0.9898
1.000 0.9875
1.618 0.9837
2.618 0.9776
4.250 0.9677
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 0.9973 0.9973
PP 0.9970 0.9970
S1 0.9967 0.9967

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

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