CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 0.9850 0.9870 0.0020 0.2% 0.9769
High 0.9865 0.9900 0.0035 0.4% 0.9837
Low 0.9823 0.9869 0.0046 0.5% 0.9723
Close 0.9856 0.9895 0.0039 0.4% 0.9825
Range 0.0042 0.0031 -0.0011 -26.2% 0.0114
ATR 0.0059 0.0058 -0.0001 -1.8% 0.0000
Volume 320 318 -2 -0.6% 1,841
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9981 0.9969 0.9912
R3 0.9950 0.9938 0.9904
R2 0.9919 0.9919 0.9901
R1 0.9907 0.9907 0.9898 0.9913
PP 0.9888 0.9888 0.9888 0.9891
S1 0.9876 0.9876 0.9892 0.9882
S2 0.9857 0.9857 0.9889
S3 0.9826 0.9845 0.9886
S4 0.9795 0.9814 0.9878
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 0.9900 0.9775 0.0125 1.3% 0.0042 0.4% 96% True False 415
10 0.9900 0.9723 0.0177 1.8% 0.0047 0.5% 97% True False 393
20 0.9900 0.9620 0.0280 2.8% 0.0057 0.6% 98% True False 355
40 0.9900 0.9545 0.0355 3.6% 0.0057 0.6% 99% True False 305
60 1.0136 0.9545 0.0591 6.0% 0.0054 0.5% 59% False False 235
80 1.0136 0.9545 0.0591 6.0% 0.0050 0.5% 59% False False 197
100 1.0136 0.9545 0.0591 6.0% 0.0046 0.5% 59% False False 207
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 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0032
2.618 0.9981
1.618 0.9950
1.000 0.9931
0.618 0.9919
HIGH 0.9900
0.618 0.9888
0.500 0.9885
0.382 0.9881
LOW 0.9869
0.618 0.9850
1.000 0.9838
1.618 0.9819
2.618 0.9788
4.250 0.9737
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 0.9892 0.9881
PP 0.9888 0.9866
S1 0.9885 0.9852

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

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