CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	0.9907	0.9852	-0.0055	-0.6%	0.9845
High	0.9918	0.9866	-0.0052	-0.5%	0.9921
Low	0.9858	0.9787	-0.0071	-0.7%	0.9816
Close	0.9866	0.9816	-0.0050	-0.5%	0.9866
Range	0.0060	0.0079	0.0019	31.7%	0.0105
ATR	0.0064	0.0065	0.0001	1.7%	0.0000
Volume	85,238	109,807	24,569	28.8%	417,451

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0060	1.0017	0.9859
R3	0.9981	0.9938	0.9838
R2	0.9902	0.9902	0.9830
R1	0.9859	0.9859	0.9823	0.9841
PP	0.9823	0.9823	0.9823	0.9814
S1	0.9780	0.9780	0.9809	0.9762
S2	0.9744	0.9744	0.9802
S3	0.9665	0.9701	0.9794
S4	0.9586	0.9622	0.9773

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0183	1.0129	0.9924
R3	1.0078	1.0024	0.9895
R2	0.9973	0.9973	0.9885
R1	0.9919	0.9919	0.9876	0.9946
PP	0.9868	0.9868	0.9868	0.9881
S1	0.9814	0.9814	0.9856	0.9841
S2	0.9763	0.9763	0.9847
S3	0.9658	0.9709	0.9837
S4	0.9553	0.9604	0.9808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9921	0.9787	0.0134	1.4%	0.0056	0.6%	22%	False	True	91,468
10	0.9921	0.9740	0.0181	1.8%	0.0058	0.6%	42%	False	False	87,555
20	0.9921	0.9632	0.0289	2.9%	0.0065	0.7%	64%	False	False	81,412
40	0.9921	0.9554	0.0367	3.7%	0.0071	0.7%	71%	False	False	58,797
60	1.0168	0.9554	0.0614	6.3%	0.0071	0.7%	43%	False	False	39,326
80	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	43%	False	False	29,559
100	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	43%	False	False	23,667
120	1.0168	0.9554	0.0614	6.3%	0.0059	0.6%	43%	False	False	19,732

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 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0202
2.618	1.0073
1.618	0.9994
1.000	0.9945
0.618	0.9915
HIGH	0.9866
0.618	0.9836
0.500	0.9827
0.382	0.9817
LOW	0.9787
0.618	0.9738
1.000	0.9708
1.618	0.9659
2.618	0.9580
4.250	0.9451

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	0.9827	0.9854
PP	0.9823	0.9841
S1	0.9820	0.9829

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