CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 0.9888 0.9945 0.0057 0.6% 0.9852
High 0.9960 0.9976 0.0016 0.2% 0.9960
Low 0.9885 0.9936 0.0051 0.5% 0.9761
Close 0.9948 0.9971 0.0023 0.2% 0.9948
Range 0.0075 0.0040 -0.0035 -46.7% 0.0199
ATR 0.0070 0.0068 -0.0002 -3.1% 0.0000
Volume 103,776 84,723 -19,053 -18.4% 575,647
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0081 1.0066 0.9993
R3 1.0041 1.0026 0.9982
R2 1.0001 1.0001 0.9978
R1 0.9986 0.9986 0.9975 0.9994
PP 0.9961 0.9961 0.9961 0.9965
S1 0.9946 0.9946 0.9967 0.9954
S2 0.9921 0.9921 0.9964
S3 0.9881 0.9906 0.9960
S4 0.9841 0.9866 0.9949
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0487 1.0416 1.0057
R3 1.0288 1.0217 1.0003
R2 1.0089 1.0089 0.9984
R1 1.0018 1.0018 0.9966 1.0054
PP 0.9890 0.9890 0.9890 0.9907
S1 0.9819 0.9819 0.9930 0.9855
S2 0.9691 0.9691 0.9912
S3 0.9492 0.9620 0.9893
S4 0.9293 0.9421 0.9839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9976 0.9761 0.0215 2.2% 0.0075 0.8% 98% True False 110,112
10 0.9976 0.9761 0.0215 2.2% 0.0066 0.7% 98% True False 100,790
20 0.9976 0.9740 0.0236 2.4% 0.0061 0.6% 98% True False 82,396
40 0.9976 0.9554 0.0422 4.2% 0.0071 0.7% 99% True False 72,396
60 1.0091 0.9554 0.0537 5.4% 0.0072 0.7% 78% False False 48,484
80 1.0168 0.9554 0.0614 6.2% 0.0070 0.7% 68% False False 36,434
100 1.0168 0.9554 0.0614 6.2% 0.0066 0.7% 68% False False 29,169
120 1.0168 0.9554 0.0614 6.2% 0.0061 0.6% 68% False False 24,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0014
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0146
2.618 1.0081
1.618 1.0041
1.000 1.0016
0.618 1.0001
HIGH 0.9976
0.618 0.9961
0.500 0.9956
0.382 0.9951
LOW 0.9936
0.618 0.9911
1.000 0.9896
1.618 0.9871
2.618 0.9831
4.250 0.9766
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 0.9966 0.9948
PP 0.9961 0.9924
S1 0.9956 0.9901

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

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