CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	0.9780	0.9824	0.0044	0.4%	0.9769
High	0.9837	0.9832	-0.0005	-0.1%	0.9837
Low	0.9775	0.9799	0.0024	0.2%	0.9723
Close	0.9825	0.9823	-0.0002	0.0%	0.9825
Range	0.0062	0.0033	-0.0029	-46.8%	0.0114
ATR	0.0064	0.0062	-0.0002	-3.5%	0.0000
Volume	604	630	26	4.3%	1,841

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9917	0.9903	0.9841
R3	0.9884	0.9870	0.9832
R2	0.9851	0.9851	0.9829
R1	0.9837	0.9837	0.9826	0.9828
PP	0.9818	0.9818	0.9818	0.9813
S1	0.9804	0.9804	0.9820	0.9795
S2	0.9785	0.9785	0.9817
S3	0.9752	0.9771	0.9814
S4	0.9719	0.9738	0.9805

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0137	1.0095	0.9888
R3	1.0023	0.9981	0.9856
R2	0.9909	0.9909	0.9846
R1	0.9867	0.9867	0.9835	0.9888
PP	0.9795	0.9795	0.9795	0.9806
S1	0.9753	0.9753	0.9815	0.9774
S2	0.9681	0.9681	0.9804
S3	0.9567	0.9639	0.9794
S4	0.9453	0.9525	0.9762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9837	0.9723	0.0114	1.2%	0.0052	0.5%	88%	False	False	425
10	0.9866	0.9723	0.0143	1.5%	0.0050	0.5%	70%	False	False	449
20	0.9866	0.9620	0.0246	2.5%	0.0061	0.6%	83%	False	False	339
40	0.9866	0.9545	0.0321	3.3%	0.0059	0.6%	87%	False	False	295
60	1.0136	0.9545	0.0591	6.0%	0.0053	0.5%	47%	False	False	221
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	47%	False	False	192
100	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	47%	False	False	202

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9972
2.618	0.9918
1.618	0.9885
1.000	0.9865
0.618	0.9852
HIGH	0.9832
0.618	0.9819
0.500	0.9816
0.382	0.9812
LOW	0.9799
0.618	0.9779
1.000	0.9766
1.618	0.9746
2.618	0.9713
4.250	0.9659

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	0.9821	0.9809
PP	0.9818	0.9794
S1	0.9816	0.9780

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols