CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 0.9734 0.9780 0.0046 0.5% 0.9780
High 0.9745 0.9796 0.0051 0.5% 0.9820
Low 0.9734 0.9780 0.0046 0.5% 0.9725
Close 0.9745 0.9792 0.0047 0.5% 0.9792
Range 0.0011 0.0016 0.0005 45.5% 0.0095
ATR
Volume 15 1 -14 -93.3% 20
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9837 0.9831 0.9801
R3 0.9821 0.9815 0.9796
R2 0.9805 0.9805 0.9795
R1 0.9799 0.9799 0.9793 0.9802
PP 0.9789 0.9789 0.9789 0.9791
S1 0.9783 0.9783 0.9791 0.9786
S2 0.9773 0.9773 0.9789
S3 0.9757 0.9767 0.9788
S4 0.9741 0.9751 0.9783
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0064 1.0023 0.9844
R3 0.9969 0.9928 0.9818
R2 0.9874 0.9874 0.9809
R1 0.9833 0.9833 0.9801 0.9854
PP 0.9779 0.9779 0.9779 0.9789
S1 0.9738 0.9738 0.9783 0.9759
S2 0.9684 0.9684 0.9775
S3 0.9589 0.9643 0.9766
S4 0.9494 0.9548 0.9740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9725 0.0095 1.0% 0.0028 0.3% 71% False False 6
10 0.9820 0.9585 0.0235 2.4% 0.0022 0.2% 88% False False 27
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9864
2.618 0.9838
1.618 0.9822
1.000 0.9812
0.618 0.9806
HIGH 0.9796
0.618 0.9790
0.500 0.9788
0.382 0.9786
LOW 0.9780
0.618 0.9770
1.000 0.9764
1.618 0.9754
2.618 0.9738
4.250 0.9712
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 0.9791 0.9786
PP 0.9789 0.9779
S1 0.9788 0.9773

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

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