CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 0.9987 1.0022 0.0035 0.4% 0.9945
High 1.0029 1.0056 0.0027 0.3% 1.0011
Low 0.9979 1.0003 0.0024 0.2% 0.9906
Close 1.0026 1.0041 0.0015 0.1% 0.9995
Range 0.0050 0.0053 0.0003 6.0% 0.0105
ATR 0.0065 0.0064 -0.0001 -1.3% 0.0000
Volume 66,918 77,134 10,216 15.3% 509,309
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0192 1.0170 1.0070
R3 1.0139 1.0117 1.0056
R2 1.0086 1.0086 1.0051
R1 1.0064 1.0064 1.0046 1.0075
PP 1.0033 1.0033 1.0033 1.0039
S1 1.0011 1.0011 1.0036 1.0022
S2 0.9980 0.9980 1.0031
S3 0.9927 0.9958 1.0026
S4 0.9874 0.9905 1.0012
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 1.0056 0.9906 0.0150 1.5% 0.0064 0.6% 90% True False 91,835
10 1.0056 0.9825 0.0231 2.3% 0.0063 0.6% 94% True False 94,483
20 1.0056 0.9740 0.0316 3.1% 0.0063 0.6% 95% True False 94,756
40 1.0056 0.9632 0.0424 4.2% 0.0066 0.7% 96% True False 86,946
60 1.0056 0.9554 0.0502 5.0% 0.0071 0.7% 97% True False 58,866
80 1.0168 0.9554 0.0614 6.1% 0.0069 0.7% 79% False False 44,233
100 1.0168 0.9554 0.0614 6.1% 0.0067 0.7% 79% False False 35,411
120 1.0168 0.9554 0.0614 6.1% 0.0063 0.6% 79% False False 29,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0281
2.618 1.0195
1.618 1.0142
1.000 1.0109
0.618 1.0089
HIGH 1.0056
0.618 1.0036
0.500 1.0030
0.382 1.0023
LOW 1.0003
0.618 0.9970
1.000 0.9950
1.618 0.9917
2.618 0.9864
4.250 0.9778
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 1.0037 1.0032
PP 1.0033 1.0022
S1 1.0030 1.0013

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

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