CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	0.9796	0.9703	-0.0093	-0.9%	0.9776
High	0.9808	0.9747	-0.0061	-0.6%	0.9824
Low	0.9694	0.9690	-0.0004	0.0%	0.9690
Close	0.9709	0.9739	0.0030	0.3%	0.9739
Range	0.0114	0.0057	-0.0057	-50.0%	0.0134
ATR	0.0078	0.0076	-0.0001	-1.9%	0.0000
Volume	127,376	85,853	-41,523	-32.6%	511,442

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9875	0.9770
R3	0.9839	0.9818	0.9755
R2	0.9782	0.9782	0.9749
R1	0.9761	0.9761	0.9744	0.9772
PP	0.9725	0.9725	0.9725	0.9731
S1	0.9704	0.9704	0.9734	0.9715
S2	0.9668	0.9668	0.9729
S3	0.9611	0.9647	0.9723
S4	0.9554	0.9590	0.9708

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0153	1.0080	0.9813
R3	1.0019	0.9946	0.9776
R2	0.9885	0.9885	0.9764
R1	0.9812	0.9812	0.9751	0.9782
PP	0.9751	0.9751	0.9751	0.9736
S1	0.9678	0.9678	0.9727	0.9648
S2	0.9617	0.9617	0.9714
S3	0.9483	0.9544	0.9702
S4	0.9349	0.9410	0.9665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9824	0.9690	0.0134	1.4%	0.0081	0.8%	37%	False	True	102,288
10	0.9824	0.9663	0.0161	1.7%	0.0075	0.8%	47%	False	False	70,043
20	0.9824	0.9554	0.0270	2.8%	0.0077	0.8%	69%	False	False	36,182
40	1.0168	0.9554	0.0614	6.3%	0.0074	0.8%	30%	False	False	18,284
60	1.0168	0.9554	0.0614	6.3%	0.0070	0.7%	30%	False	False	12,275
80	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	30%	False	False	9,231
100	1.0168	0.9554	0.0614	6.3%	0.0058	0.6%	30%	False	False	7,397
120	1.0168	0.9554	0.0614	6.3%	0.0052	0.5%	30%	False	False	6,166

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	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9989
2.618	0.9896
1.618	0.9839
1.000	0.9804
0.618	0.9782
HIGH	0.9747
0.618	0.9725
0.500	0.9719
0.382	0.9712
LOW	0.9690
0.618	0.9655
1.000	0.9633
1.618	0.9598
2.618	0.9541
4.250	0.9448

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	0.9732	0.9757
PP	0.9725	0.9751
S1	0.9719	0.9745

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