CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1.0045 1.0078 0.0033 0.3% 0.9977
High 1.0083 1.0087 0.0004 0.0% 1.0087
Low 1.0041 1.0010 -0.0031 -0.3% 0.9970
Close 1.0074 1.0073 -0.0001 0.0% 1.0073
Range 0.0042 0.0077 0.0035 83.3% 0.0117
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 82,249 84,354 2,105 2.6% 367,160
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0288 1.0257 1.0115
R3 1.0211 1.0180 1.0094
R2 1.0134 1.0134 1.0087
R1 1.0103 1.0103 1.0080 1.0080
PP 1.0057 1.0057 1.0057 1.0045
S1 1.0026 1.0026 1.0066 1.0003
S2 0.9980 0.9980 1.0059
S3 0.9903 0.9949 1.0052
S4 0.9826 0.9872 1.0031
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0394 1.0351 1.0137
R3 1.0277 1.0234 1.0105
R2 1.0160 1.0160 1.0094
R1 1.0117 1.0117 1.0084 1.0139
PP 1.0043 1.0043 1.0043 1.0054
S1 1.0000 1.0000 1.0062 1.0022
S2 0.9926 0.9926 1.0052
S3 0.9809 0.9883 1.0041
S4 0.9692 0.9766 1.0009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0087 0.9970 0.0117 1.2% 0.0052 0.5% 88% True False 73,432
10 1.0087 0.9906 0.0181 1.8% 0.0057 0.6% 92% True False 87,646
20 1.0087 0.9761 0.0326 3.2% 0.0061 0.6% 96% True False 93,478
40 1.0087 0.9632 0.0455 4.5% 0.0066 0.7% 97% True False 88,682
60 1.0087 0.9554 0.0533 5.3% 0.0070 0.7% 97% True False 61,637
80 1.0168 0.9554 0.0614 6.1% 0.0069 0.7% 85% False False 46,305
100 1.0168 0.9554 0.0614 6.1% 0.0067 0.7% 85% False False 37,075
120 1.0168 0.9554 0.0614 6.1% 0.0063 0.6% 85% False False 30,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0414
2.618 1.0289
1.618 1.0212
1.000 1.0164
0.618 1.0135
HIGH 1.0087
0.618 1.0058
0.500 1.0049
0.382 1.0039
LOW 1.0010
0.618 0.9962
1.000 0.9933
1.618 0.9885
2.618 0.9808
4.250 0.9683
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1.0065 1.0064
PP 1.0057 1.0054
S1 1.0049 1.0045

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

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