CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 0.9686 0.9771 0.0085 0.9% 0.9854
High 0.9718 0.9796 0.0078 0.8% 0.9866
Low 0.9686 0.9762 0.0076 0.8% 0.9692
Close 0.9714 0.9796 0.0082 0.8% 0.9692
Range 0.0032 0.0034 0.0002 6.3% 0.0174
ATR 0.0045 0.0048 0.0003 5.8% 0.0000
Volume 28 25 -3 -10.7% 99
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9887 0.9875 0.9815
R3 0.9853 0.9841 0.9805
R2 0.9819 0.9819 0.9802
R1 0.9807 0.9807 0.9799 0.9813
PP 0.9785 0.9785 0.9785 0.9788
S1 0.9773 0.9773 0.9793 0.9779
S2 0.9751 0.9751 0.9790
S3 0.9717 0.9739 0.9787
S4 0.9683 0.9705 0.9777
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0272 1.0156 0.9788
R3 1.0098 0.9982 0.9740
R2 0.9924 0.9924 0.9724
R1 0.9808 0.9808 0.9708 0.9779
PP 0.9750 0.9750 0.9750 0.9736
S1 0.9634 0.9634 0.9676 0.9605
S2 0.9576 0.9576 0.9660
S3 0.9402 0.9460 0.9644
S4 0.9228 0.9286 0.9596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9832 0.9686 0.0146 1.5% 0.0029 0.3% 75% False False 25
10 0.9866 0.9686 0.0180 1.8% 0.0028 0.3% 61% False False 17
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 0.9941
2.618 0.9885
1.618 0.9851
1.000 0.9830
0.618 0.9817
HIGH 0.9796
0.618 0.9783
0.500 0.9779
0.382 0.9775
LOW 0.9762
0.618 0.9741
1.000 0.9728
1.618 0.9707
2.618 0.9673
4.250 0.9618
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 0.9790 0.9778
PP 0.9785 0.9759
S1 0.9779 0.9741

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

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