CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	0.9795	0.9761	-0.0034	-0.3%	0.9819
High	0.9821	0.9815	-0.0006	-0.1%	0.9885
Low	0.9761	0.9760	-0.0001	0.0%	0.9781
Close	0.9762	0.9773	0.0011	0.1%	0.9786
Range	0.0060	0.0055	-0.0005	-8.3%	0.0104
ATR	0.0072	0.0071	-0.0001	-1.7%	0.0000
Volume	73,468	82,669	9,201	12.5%	157,149

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9915	0.9803
R3	0.9893	0.9860	0.9788
R2	0.9838	0.9838	0.9783
R1	0.9805	0.9805	0.9778	0.9822
PP	0.9783	0.9783	0.9783	0.9791
S1	0.9750	0.9750	0.9768	0.9767
S2	0.9728	0.9728	0.9763
S3	0.9673	0.9695	0.9758
S4	0.9618	0.9640	0.9743

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0062	0.9843
R3	1.0025	0.9958	0.9815
R2	0.9921	0.9921	0.9805
R1	0.9854	0.9854	0.9796	0.9836
PP	0.9817	0.9817	0.9817	0.9808
S1	0.9750	0.9750	0.9776	0.9732
S2	0.9713	0.9713	0.9767
S3	0.9609	0.9646	0.9757
S4	0.9505	0.9542	0.9729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9760	0.0125	1.3%	0.0055	0.6%	10%	False	True	62,074
10	0.9885	0.9632	0.0253	2.6%	0.0071	0.7%	56%	False	False	72,919
20	0.9885	0.9632	0.0253	2.6%	0.0070	0.7%	56%	False	False	79,135
40	0.9980	0.9554	0.0426	4.4%	0.0075	0.8%	51%	False	False	40,921
60	1.0168	0.9554	0.0614	6.3%	0.0072	0.7%	36%	False	False	27,392
80	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	36%	False	False	20,575
100	1.0168	0.9554	0.0614	6.3%	0.0063	0.6%	36%	False	False	16,480
120	1.0168	0.9554	0.0614	6.3%	0.0057	0.6%	36%	False	False	13,738

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0049
2.618	0.9959
1.618	0.9904
1.000	0.9870
0.618	0.9849
HIGH	0.9815
0.618	0.9794
0.500	0.9788
0.382	0.9781
LOW	0.9760
0.618	0.9726
1.000	0.9705
1.618	0.9671
2.618	0.9616
4.250	0.9526

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	0.9788	0.9791
PP	0.9783	0.9785
S1	0.9778	0.9779

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