CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 0.9763 0.9718 -0.0045 -0.5% 0.9686
High 0.9763 0.9718 -0.0045 -0.5% 0.9796
Low 0.9763 0.9710 -0.0053 -0.5% 0.9686
Close 0.9763 0.9718 -0.0045 -0.5% 0.9718
Range 0.0000 0.0008 0.0008 0.0110
ATR 0.0045 0.0045 0.0001 1.4% 0.0000
Volume 25 25 0 0.0% 126
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9739 0.9737 0.9722
R3 0.9731 0.9729 0.9720
R2 0.9723 0.9723 0.9719
R1 0.9721 0.9721 0.9719 0.9722
PP 0.9715 0.9715 0.9715 0.9716
S1 0.9713 0.9713 0.9717 0.9714
S2 0.9707 0.9707 0.9717
S3 0.9699 0.9705 0.9716
S4 0.9691 0.9697 0.9714
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0001 0.9779
R3 0.9953 0.9891 0.9748
R2 0.9843 0.9843 0.9738
R1 0.9781 0.9781 0.9728 0.9812
PP 0.9733 0.9733 0.9733 0.9749
S1 0.9671 0.9671 0.9708 0.9702
S2 0.9623 0.9623 0.9698
S3 0.9513 0.9561 0.9688
S4 0.9403 0.9451 0.9658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9796 0.9686 0.0110 1.1% 0.0020 0.2% 29% False False 25
10 0.9866 0.9686 0.0180 1.9% 0.0021 0.2% 18% False False 22
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 0.9752
2.618 0.9739
1.618 0.9731
1.000 0.9726
0.618 0.9723
HIGH 0.9718
0.618 0.9715
0.500 0.9714
0.382 0.9713
LOW 0.9710
0.618 0.9705
1.000 0.9702
1.618 0.9697
2.618 0.9689
4.250 0.9676
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 0.9717 0.9746
PP 0.9715 0.9737
S1 0.9714 0.9727

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

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