CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.0112 1.0106 -0.0006 -0.1% 1.0109
High 1.0132 1.0112 -0.0020 -0.2% 1.0155
Low 1.0096 1.0064 -0.0032 -0.3% 1.0046
Close 1.0112 1.0071 -0.0041 -0.4% 1.0084
Range 0.0036 0.0048 0.0012 33.3% 0.0109
ATR 0.0054 0.0054 0.0000 -0.8% 0.0000
Volume 61,501 59,972 -1,529 -2.5% 388,599
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0226 1.0197 1.0097
R3 1.0178 1.0149 1.0084
R2 1.0130 1.0130 1.0080
R1 1.0101 1.0101 1.0075 1.0092
PP 1.0082 1.0082 1.0082 1.0078
S1 1.0053 1.0053 1.0067 1.0044
S2 1.0034 1.0034 1.0062
S3 0.9986 1.0005 1.0058
S4 0.9938 0.9957 1.0045
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0422 1.0362 1.0144
R3 1.0313 1.0253 1.0114
R2 1.0204 1.0204 1.0104
R1 1.0144 1.0144 1.0094 1.0120
PP 1.0095 1.0095 1.0095 1.0083
S1 1.0035 1.0035 1.0074 1.0011
S2 0.9986 0.9986 1.0064
S3 0.9877 0.9926 1.0054
S4 0.9768 0.9817 1.0024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0156 1.0048 0.0108 1.1% 0.0048 0.5% 21% False False 63,873
10 1.0156 1.0046 0.0110 1.1% 0.0050 0.5% 23% False False 70,995
20 1.0156 0.9912 0.0244 2.4% 0.0051 0.5% 65% False False 73,767
40 1.0156 0.9740 0.0416 4.1% 0.0056 0.6% 80% False False 84,176
60 1.0156 0.9632 0.0524 5.2% 0.0063 0.6% 84% False False 77,919
80 1.0156 0.9554 0.0602 6.0% 0.0066 0.7% 86% False False 58,693
100 1.0168 0.9554 0.0614 6.1% 0.0066 0.7% 84% False False 47,013
120 1.0168 0.9554 0.0614 6.1% 0.0064 0.6% 84% False False 39,196
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0316
2.618 1.0238
1.618 1.0190
1.000 1.0160
0.618 1.0142
HIGH 1.0112
0.618 1.0094
0.500 1.0088
0.382 1.0082
LOW 1.0064
0.618 1.0034
1.000 1.0016
1.618 0.9986
2.618 0.9938
4.250 0.9860
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.0088 1.0110
PP 1.0082 1.0097
S1 1.0077 1.0084

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

View Archives - Comment on this page... - Back to Index of Symbols