CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 0.9794 0.9799 0.0005 0.1% 0.9710
High 0.9810 0.9847 0.0037 0.4% 0.9804
Low 0.9770 0.9799 0.0029 0.3% 0.9620
Close 0.9800 0.9837 0.0037 0.4% 0.9797
Range 0.0040 0.0048 0.0008 20.0% 0.0184
ATR 0.0071 0.0069 -0.0002 -2.3% 0.0000
Volume 1,007 114 -893 -88.7% 1,239
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9972 0.9952 0.9863
R3 0.9924 0.9904 0.9850
R2 0.9876 0.9876 0.9846
R1 0.9856 0.9856 0.9841 0.9866
PP 0.9828 0.9828 0.9828 0.9833
S1 0.9808 0.9808 0.9833 0.9818
S2 0.9780 0.9780 0.9828
S3 0.9732 0.9760 0.9824
S4 0.9684 0.9712 0.9811
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0292 1.0229 0.9898
R3 1.0108 1.0045 0.9848
R2 0.9924 0.9924 0.9831
R1 0.9861 0.9861 0.9814 0.9893
PP 0.9740 0.9740 0.9740 0.9756
S1 0.9677 0.9677 0.9780 0.9709
S2 0.9556 0.9556 0.9763
S3 0.9372 0.9493 0.9746
S4 0.9188 0.9309 0.9696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9620 0.0227 2.3% 0.0070 0.7% 96% True False 371
10 0.9847 0.9620 0.0227 2.3% 0.0067 0.7% 96% True False 315
20 0.9847 0.9618 0.0229 2.3% 0.0065 0.7% 96% True False 265
40 0.9988 0.9545 0.0443 4.5% 0.0059 0.6% 66% False False 228
60 1.0136 0.9545 0.0591 6.0% 0.0053 0.5% 49% False False 179
80 1.0136 0.9545 0.0591 6.0% 0.0048 0.5% 49% False False 172
100 1.0136 0.9545 0.0591 6.0% 0.0045 0.5% 49% False False 173
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 0.9973
1.618 0.9925
1.000 0.9895
0.618 0.9877
HIGH 0.9847
0.618 0.9829
0.500 0.9823
0.382 0.9817
LOW 0.9799
0.618 0.9769
1.000 0.9751
1.618 0.9721
2.618 0.9673
4.250 0.9595
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 0.9832 0.9811
PP 0.9828 0.9785
S1 0.9823 0.9759

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

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