CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	0.9749	0.9672	-0.0077	-0.8%	0.9597
High	0.9783	0.9730	-0.0053	-0.5%	0.9772
Low	0.9673	0.9663	-0.0010	-0.1%	0.9554
Close	0.9683	0.9724	0.0041	0.4%	0.9697
Range	0.0110	0.0067	-0.0043	-39.1%	0.0218
ATR	0.0080	0.0079	-0.0001	-1.2%	0.0000
Volume	11,735	14,810	3,075	26.2%	16,630

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9882	0.9761
R3	0.9840	0.9815	0.9742
R2	0.9773	0.9773	0.9736
R1	0.9748	0.9748	0.9730	0.9761
PP	0.9706	0.9706	0.9706	0.9712
S1	0.9681	0.9681	0.9718	0.9694
S2	0.9639	0.9639	0.9712
S3	0.9572	0.9614	0.9706
S4	0.9505	0.9547	0.9687

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0231	0.9817
R3	1.0110	1.0013	0.9757
R2	0.9892	0.9892	0.9737
R1	0.9795	0.9795	0.9717	0.9844
PP	0.9674	0.9674	0.9674	0.9699
S1	0.9577	0.9577	0.9677	0.9626
S2	0.9456	0.9456	0.9657
S3	0.9238	0.9359	0.9637
S4	0.9020	0.9141	0.9577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9610	0.0173	1.8%	0.0091	0.9%	66%	False	False	7,813
10	0.9783	0.9554	0.0229	2.4%	0.0086	0.9%	74%	False	False	4,661
20	0.9980	0.9554	0.0426	4.4%	0.0080	0.8%	40%	False	False	2,707
40	1.0168	0.9554	0.0614	6.3%	0.0073	0.7%	28%	False	False	1,521
60	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	28%	False	False	1,055
80	1.0168	0.9554	0.0614	6.3%	0.0061	0.6%	28%	False	False	817
100	1.0168	0.9554	0.0614	6.3%	0.0054	0.6%	28%	False	False	658
120	1.0168	0.9554	0.0614	6.3%	0.0049	0.5%	28%	False	False	551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0015
2.618	0.9905
1.618	0.9838
1.000	0.9797
0.618	0.9771
HIGH	0.9730
0.618	0.9704
0.500	0.9697
0.382	0.9689
LOW	0.9663
0.618	0.9622
1.000	0.9596
1.618	0.9555
2.618	0.9488
4.250	0.9378

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	0.9715	0.9720
PP	0.9706	0.9715
S1	0.9697	0.9711

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