CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 0.9819 0.9819 0.0000 0.0% 0.9730
High 0.9829 0.9865 0.0036 0.4% 0.9821
Low 0.9786 0.9813 0.0027 0.3% 0.9632
Close 0.9819 0.9856 0.0037 0.4% 0.9816
Range 0.0043 0.0052 0.0009 20.9% 0.0189
ATR 0.0080 0.0078 -0.0002 -2.5% 0.0000
Volume 67,410 168 -67,242 -99.8% 530,879
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0001 0.9980 0.9885
R3 0.9949 0.9928 0.9870
R2 0.9897 0.9897 0.9866
R1 0.9876 0.9876 0.9861 0.9887
PP 0.9845 0.9845 0.9845 0.9850
S1 0.9824 0.9824 0.9851 0.9835
S2 0.9793 0.9793 0.9846
S3 0.9741 0.9772 0.9842
S4 0.9689 0.9720 0.9827
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 0.9865 0.9632 0.0233 2.4% 0.0086 0.9% 96% True False 83,765
10 0.9865 0.9632 0.0233 2.4% 0.0080 0.8% 96% True False 91,490
20 0.9865 0.9610 0.0255 2.6% 0.0079 0.8% 96% True False 65,570
40 1.0015 0.9554 0.0461 4.7% 0.0076 0.8% 66% False False 33,209
60 1.0168 0.9554 0.0614 6.2% 0.0073 0.7% 49% False False 22,235
80 1.0168 0.9554 0.0614 6.2% 0.0068 0.7% 49% False False 16,704
100 1.0168 0.9554 0.0614 6.2% 0.0061 0.6% 49% False False 13,378
120 1.0168 0.9554 0.0614 6.2% 0.0055 0.6% 49% False False 11,152
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0086
2.618 1.0001
1.618 0.9949
1.000 0.9917
0.618 0.9897
HIGH 0.9865
0.618 0.9845
0.500 0.9839
0.382 0.9833
LOW 0.9813
0.618 0.9781
1.000 0.9761
1.618 0.9729
2.618 0.9677
4.250 0.9592
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 0.9850 0.9822
PP 0.9845 0.9787
S1 0.9839 0.9753

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

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