CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 0.9810 0.9769 -0.0041 -0.4% 0.9794
High 0.9833 0.9781 -0.0052 -0.5% 0.9866
Low 0.9764 0.9750 -0.0014 -0.1% 0.9764
Close 0.9767 0.9773 0.0006 0.1% 0.9767
Range 0.0069 0.0031 -0.0038 -55.1% 0.0102
ATR 0.0068 0.0066 -0.0003 -3.9% 0.0000
Volume 626 343 -283 -45.2% 2,021
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9861 0.9848 0.9790
R3 0.9830 0.9817 0.9782
R2 0.9799 0.9799 0.9779
R1 0.9786 0.9786 0.9776 0.9793
PP 0.9768 0.9768 0.9768 0.9771
S1 0.9755 0.9755 0.9770 0.9762
S2 0.9737 0.9737 0.9767
S3 0.9706 0.9724 0.9764
S4 0.9675 0.9693 0.9756
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 0.9750 0.0116 1.2% 0.0049 0.5% 20% False True 472
10 0.9866 0.9620 0.0246 2.5% 0.0062 0.6% 62% False False 360
20 0.9866 0.9620 0.0246 2.5% 0.0061 0.6% 62% False False 291
40 0.9988 0.9545 0.0443 4.5% 0.0059 0.6% 51% False False 255
60 1.0136 0.9545 0.0591 6.0% 0.0053 0.5% 39% False False 192
80 1.0136 0.9545 0.0591 6.0% 0.0049 0.5% 39% False False 171
100 1.0136 0.9545 0.0591 6.0% 0.0046 0.5% 39% False False 182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9913
2.618 0.9862
1.618 0.9831
1.000 0.9812
0.618 0.9800
HIGH 0.9781
0.618 0.9769
0.500 0.9766
0.382 0.9762
LOW 0.9750
0.618 0.9731
1.000 0.9719
1.618 0.9700
2.618 0.9669
4.250 0.9618
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 0.9771 0.9808
PP 0.9768 0.9796
S1 0.9766 0.9785

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

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