CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 0.9840 0.9810 -0.0030 -0.3% 0.9794
High 0.9866 0.9833 -0.0033 -0.3% 0.9866
Low 0.9811 0.9764 -0.0047 -0.5% 0.9764
Close 0.9832 0.9767 -0.0065 -0.7% 0.9767
Range 0.0055 0.0069 0.0014 25.5% 0.0102
ATR 0.0068 0.0068 0.0000 0.1% 0.0000
Volume 274 626 352 128.5% 2,021
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9995 0.9950 0.9805
R3 0.9926 0.9881 0.9786
R2 0.9857 0.9857 0.9780
R1 0.9812 0.9812 0.9773 0.9800
PP 0.9788 0.9788 0.9788 0.9782
S1 0.9743 0.9743 0.9761 0.9731
S2 0.9719 0.9719 0.9754
S3 0.9650 0.9674 0.9748
S4 0.9581 0.9605 0.9729
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0105 1.0038 0.9823
R3 1.0003 0.9936 0.9795
R2 0.9901 0.9901 0.9786
R1 0.9834 0.9834 0.9776 0.9817
PP 0.9799 0.9799 0.9799 0.9790
S1 0.9732 0.9732 0.9758 0.9715
S2 0.9697 0.9697 0.9748
S3 0.9595 0.9630 0.9739
S4 0.9493 0.9528 0.9711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9671 0.0195 2.0% 0.0069 0.7% 49% False False 462
10 0.9866 0.9620 0.0246 2.5% 0.0064 0.7% 60% False False 354
20 0.9866 0.9620 0.0246 2.5% 0.0063 0.6% 60% False False 287
40 0.9988 0.9545 0.0443 4.5% 0.0059 0.6% 50% False False 247
60 1.0136 0.9545 0.0591 6.1% 0.0053 0.5% 38% False False 190
80 1.0136 0.9545 0.0591 6.1% 0.0049 0.5% 38% False False 183
100 1.0136 0.9545 0.0591 6.1% 0.0046 0.5% 38% False False 180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 1.0014
1.618 0.9945
1.000 0.9902
0.618 0.9876
HIGH 0.9833
0.618 0.9807
0.500 0.9799
0.382 0.9790
LOW 0.9764
0.618 0.9721
1.000 0.9695
1.618 0.9652
2.618 0.9583
4.250 0.9471
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 0.9799 0.9815
PP 0.9788 0.9799
S1 0.9778 0.9783

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

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