CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 0.9735 0.9660 -0.0075 -0.8% 0.9730
High 0.9756 0.9821 0.0065 0.7% 0.9821
Low 0.9632 0.9641 0.0009 0.1% 0.9632
Close 0.9641 0.9816 0.0175 1.8% 0.9816
Range 0.0124 0.0180 0.0056 45.2% 0.0189
ATR 0.0075 0.0083 0.0007 10.0% 0.0000
Volume 124,436 152,130 27,694 22.3% 530,879
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0299 1.0238 0.9915
R3 1.0119 1.0058 0.9866
R2 0.9939 0.9939 0.9849
R1 0.9878 0.9878 0.9833 0.9909
PP 0.9759 0.9759 0.9759 0.9775
S1 0.9698 0.9698 0.9800 0.9729
S2 0.9579 0.9579 0.9783
S3 0.9399 0.9518 0.9767
S4 0.9219 0.9338 0.9717
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0323 1.0259 0.9920
R3 1.0134 1.0070 0.9868
R2 0.9945 0.9945 0.9851
R1 0.9881 0.9881 0.9833 0.9913
PP 0.9756 0.9756 0.9756 0.9773
S1 0.9692 0.9692 0.9799 0.9724
S2 0.9567 0.9567 0.9781
S3 0.9378 0.9503 0.9764
S4 0.9189 0.9314 0.9712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9821 0.9632 0.0189 1.9% 0.0092 0.9% 97% True False 106,175
10 0.9824 0.9632 0.0192 2.0% 0.0087 0.9% 96% False False 104,232
20 0.9824 0.9554 0.0270 2.8% 0.0081 0.8% 97% False False 62,397
40 1.0091 0.9554 0.0537 5.5% 0.0078 0.8% 49% False False 31,528
60 1.0168 0.9554 0.0614 6.3% 0.0073 0.7% 43% False False 21,114
80 1.0168 0.9554 0.0614 6.3% 0.0067 0.7% 43% False False 15,862
100 1.0168 0.9554 0.0614 6.3% 0.0061 0.6% 43% False False 12,703
120 1.0168 0.9554 0.0614 6.3% 0.0055 0.6% 43% False False 10,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 1.0586
2.618 1.0292
1.618 1.0112
1.000 1.0001
0.618 0.9932
HIGH 0.9821
0.618 0.9752
0.500 0.9731
0.382 0.9710
LOW 0.9641
0.618 0.9530
1.000 0.9461
1.618 0.9350
2.618 0.9170
4.250 0.8876
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 0.9788 0.9786
PP 0.9759 0.9756
S1 0.9731 0.9727

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

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