CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 0.9805 0.9774 -0.0031 -0.3% 0.9845
High 0.9833 0.9852 0.0019 0.2% 0.9921
Low 0.9766 0.9761 -0.0005 -0.1% 0.9816
Close 0.9772 0.9846 0.0074 0.8% 0.9866
Range 0.0067 0.0091 0.0024 35.8% 0.0105
ATR 0.0065 0.0067 0.0002 2.8% 0.0000
Volume 108,836 122,039 13,203 12.1% 417,451
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0093 1.0060 0.9896
R3 1.0002 0.9969 0.9871
R2 0.9911 0.9911 0.9863
R1 0.9878 0.9878 0.9854 0.9895
PP 0.9820 0.9820 0.9820 0.9828
S1 0.9787 0.9787 0.9838 0.9804
S2 0.9729 0.9729 0.9829
S3 0.9638 0.9696 0.9821
S4 0.9547 0.9605 0.9796
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 0.9761 0.0160 1.6% 0.0068 0.7% 53% False True 104,410
10 0.9921 0.9740 0.0181 1.8% 0.0062 0.6% 59% False False 95,029
20 0.9921 0.9632 0.0289 2.9% 0.0066 0.7% 74% False False 83,974
40 0.9921 0.9554 0.0367 3.7% 0.0072 0.7% 80% False False 64,490
60 1.0140 0.9554 0.0586 6.0% 0.0071 0.7% 50% False False 43,165
80 1.0168 0.9554 0.0614 6.2% 0.0069 0.7% 48% False False 32,443
100 1.0168 0.9554 0.0614 6.2% 0.0065 0.7% 48% False False 25,975
120 1.0168 0.9554 0.0614 6.2% 0.0059 0.6% 48% False False 21,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0090
1.618 0.9999
1.000 0.9943
0.618 0.9908
HIGH 0.9852
0.618 0.9817
0.500 0.9807
0.382 0.9796
LOW 0.9761
0.618 0.9705
1.000 0.9670
1.618 0.9614
2.618 0.9523
4.250 0.9374
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 0.9833 0.9835
PP 0.9820 0.9824
S1 0.9807 0.9814

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

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