CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	0.9703	0.9730	0.0027	0.3%	0.9776
High	0.9747	0.9739	-0.0008	-0.1%	0.9824
Low	0.9690	0.9674	-0.0016	-0.2%	0.9690
Close	0.9739	0.9696	-0.0043	-0.4%	0.9739
Range	0.0057	0.0065	0.0008	14.0%	0.0134
ATR	0.0076	0.0075	-0.0001	-1.1%	0.0000
Volume	85,853	80,227	-5,626	-6.6%	511,442

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9898	0.9862	0.9732
R3	0.9833	0.9797	0.9714
R2	0.9768	0.9768	0.9708
R1	0.9732	0.9732	0.9702	0.9718
PP	0.9703	0.9703	0.9703	0.9696
S1	0.9667	0.9667	0.9690	0.9653
S2	0.9638	0.9638	0.9684
S3	0.9573	0.9602	0.9678
S4	0.9508	0.9537	0.9660

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	0.9674	0.0150	1.5%	0.0077	0.8%	15%	False	True	98,051
10	0.9824	0.9663	0.0161	1.7%	0.0070	0.7%	20%	False	False	76,892
20	0.9824	0.9554	0.0270	2.8%	0.0078	0.8%	53%	False	False	40,058
40	1.0160	0.9554	0.0606	6.3%	0.0074	0.8%	23%	False	False	20,284
60	1.0168	0.9554	0.0614	6.3%	0.0070	0.7%	23%	False	False	13,610
80	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	23%	False	False	10,233
100	1.0168	0.9554	0.0614	6.3%	0.0058	0.6%	23%	False	False	8,199
120	1.0168	0.9554	0.0614	6.3%	0.0053	0.5%	23%	False	False	6,835

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0015
2.618	0.9909
1.618	0.9844
1.000	0.9804
0.618	0.9779
HIGH	0.9739
0.618	0.9714
0.500	0.9707
0.382	0.9699
LOW	0.9674
0.618	0.9634
1.000	0.9609
1.618	0.9569
2.618	0.9504
4.250	0.9398

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	0.9707	0.9741
PP	0.9703	0.9726
S1	0.9700	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