CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1.0139 1.0094 -0.0045 -0.4% 1.0079
High 1.0145 1.0193 0.0048 0.5% 1.0156
Low 1.0079 1.0083 0.0004 0.0% 1.0064
Close 1.0092 1.0179 0.0087 0.9% 1.0144
Range 0.0066 0.0110 0.0044 66.7% 0.0092
ATR 0.0055 0.0059 0.0004 7.1% 0.0000
Volume 107,474 121,673 14,199 13.2% 362,941
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0440 1.0240
R3 1.0372 1.0330 1.0209
R2 1.0262 1.0262 1.0199
R1 1.0220 1.0220 1.0189 1.0241
PP 1.0152 1.0152 1.0152 1.0162
S1 1.0110 1.0110 1.0169 1.0131
S2 1.0042 1.0042 1.0159
S3 0.9932 1.0000 1.0149
S4 0.9822 0.9890 1.0119
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 1.0193 1.0064 0.0129 1.3% 0.0069 0.7% 89% True False 101,466
10 1.0193 1.0046 0.0147 1.4% 0.0060 0.6% 90% True False 84,924
20 1.0193 1.0010 0.0183 1.8% 0.0054 0.5% 92% True False 80,458
40 1.0193 0.9740 0.0453 4.5% 0.0058 0.6% 97% True False 87,607
60 1.0193 0.9632 0.0561 5.5% 0.0062 0.6% 98% True False 84,783
80 1.0193 0.9554 0.0639 6.3% 0.0066 0.7% 98% True False 64,264
100 1.0193 0.9554 0.0639 6.3% 0.0066 0.7% 98% True False 51,478
120 1.0193 0.9554 0.0639 6.3% 0.0065 0.6% 98% True False 42,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.0661
2.618 1.0481
1.618 1.0371
1.000 1.0303
0.618 1.0261
HIGH 1.0193
0.618 1.0151
0.500 1.0138
0.382 1.0125
LOW 1.0083
0.618 1.0015
1.000 0.9973
1.618 0.9905
2.618 0.9795
4.250 0.9616
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.0165 1.0165
PP 1.0152 1.0150
S1 1.0138 1.0136

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

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