CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 0.9937 0.9917 -0.0020 -0.2% 0.9945
High 0.9989 1.0011 0.0022 0.2% 1.0011
Low 0.9906 0.9912 0.0006 0.1% 0.9906
Close 0.9912 0.9995 0.0083 0.8% 0.9995
Range 0.0083 0.0099 0.0016 19.3% 0.0105
ATR 0.0066 0.0069 0.0002 3.5% 0.0000
Volume 145,637 112,983 -32,654 -22.4% 509,309
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0270 1.0231 1.0049
R3 1.0171 1.0132 1.0022
R2 1.0072 1.0072 1.0013
R1 1.0033 1.0033 1.0004 1.0053
PP 0.9973 0.9973 0.9973 0.9982
S1 0.9934 0.9934 0.9986 0.9954
S2 0.9874 0.9874 0.9977
S3 0.9775 0.9835 0.9968
S4 0.9676 0.9736 0.9941
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0286 1.0245 1.0053
R3 1.0181 1.0140 1.0024
R2 1.0076 1.0076 1.0014
R1 1.0035 1.0035 1.0005 1.0056
PP 0.9971 0.9971 0.9971 0.9981
S1 0.9930 0.9930 0.9985 0.9951
S2 0.9866 0.9866 0.9976
S3 0.9761 0.9825 0.9966
S4 0.9656 0.9720 0.9937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0011 0.9906 0.0105 1.1% 0.0063 0.6% 85% True False 101,861
10 1.0011 0.9761 0.0250 2.5% 0.0073 0.7% 94% True False 108,495
20 1.0011 0.9740 0.0271 2.7% 0.0063 0.6% 94% True False 95,768
40 1.0011 0.9632 0.0379 3.8% 0.0070 0.7% 96% True False 82,728
60 1.0015 0.9554 0.0461 4.6% 0.0072 0.7% 96% False False 55,544
80 1.0168 0.9554 0.0614 6.1% 0.0070 0.7% 72% False False 41,734
100 1.0168 0.9554 0.0614 6.1% 0.0067 0.7% 72% False False 33,411
120 1.0168 0.9554 0.0614 6.1% 0.0062 0.6% 72% False False 27,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0432
2.618 1.0270
1.618 1.0171
1.000 1.0110
0.618 1.0072
HIGH 1.0011
0.618 0.9973
0.500 0.9962
0.382 0.9950
LOW 0.9912
0.618 0.9851
1.000 0.9813
1.618 0.9752
2.618 0.9653
4.250 0.9491
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 0.9984 0.9983
PP 0.9973 0.9971
S1 0.9962 0.9959

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

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