CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.0132 1.0139 0.0007 0.1% 1.0079
High 1.0157 1.0145 -0.0012 -0.1% 1.0156
Low 1.0120 1.0079 -0.0041 -0.4% 1.0064
Close 1.0145 1.0092 -0.0053 -0.5% 1.0144
Range 0.0037 0.0066 0.0029 78.4% 0.0092
ATR 0.0054 0.0055 0.0001 1.5% 0.0000
Volume 106,147 107,474 1,327 1.3% 362,941
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0303 1.0264 1.0128
R3 1.0237 1.0198 1.0110
R2 1.0171 1.0171 1.0104
R1 1.0132 1.0132 1.0098 1.0119
PP 1.0105 1.0105 1.0105 1.0099
S1 1.0066 1.0066 1.0086 1.0053
S2 1.0039 1.0039 1.0080
S3 0.9973 1.0000 1.0074
S4 0.9907 0.9934 1.0056
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0397 1.0363 1.0195
R3 1.0305 1.0271 1.0169
R2 1.0213 1.0213 1.0161
R1 1.0179 1.0179 1.0152 1.0196
PP 1.0121 1.0121 1.0121 1.0130
S1 1.0087 1.0087 1.0136 1.0104
S2 1.0029 1.0029 1.0127
S3 0.9937 0.9995 1.0119
S4 0.9845 0.9903 1.0093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0157 1.0064 0.0093 0.9% 0.0054 0.5% 30% False False 89,431
10 1.0157 1.0046 0.0111 1.1% 0.0055 0.5% 41% False False 83,115
20 1.0157 1.0003 0.0154 1.5% 0.0051 0.5% 58% False False 78,231
40 1.0157 0.9740 0.0417 4.1% 0.0057 0.6% 84% False False 86,632
60 1.0157 0.9632 0.0525 5.2% 0.0061 0.6% 88% False False 83,002
80 1.0157 0.9554 0.0603 6.0% 0.0066 0.7% 89% False False 62,750
100 1.0168 0.9554 0.0614 6.1% 0.0066 0.7% 88% False False 50,263
120 1.0168 0.9554 0.0614 6.1% 0.0065 0.6% 88% False False 41,906
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 1.0426
2.618 1.0318
1.618 1.0252
1.000 1.0211
0.618 1.0186
HIGH 1.0145
0.618 1.0120
0.500 1.0112
0.382 1.0104
LOW 1.0079
0.618 1.0038
1.000 1.0013
1.618 0.9972
2.618 0.9906
4.250 0.9799
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.0112 1.0112
PP 1.0105 1.0105
S1 1.0099 1.0099

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

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