CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 0.9834 0.9784 -0.0050 -0.5% 0.9824
High 0.9834 0.9805 -0.0029 -0.3% 0.9900
Low 0.9768 0.9750 -0.0018 -0.2% 0.9799
Close 0.9797 0.9753 -0.0044 -0.4% 0.9846
Range 0.0066 0.0055 -0.0011 -16.7% 0.0101
ATR 0.0059 0.0059 0.0000 -0.5% 0.0000
Volume 435 533 98 22.5% 2,238
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9934 0.9899 0.9783
R3 0.9879 0.9844 0.9768
R2 0.9824 0.9824 0.9763
R1 0.9789 0.9789 0.9758 0.9779
PP 0.9769 0.9769 0.9769 0.9765
S1 0.9734 0.9734 0.9748 0.9724
S2 0.9714 0.9714 0.9743
S3 0.9659 0.9679 0.9738
S4 0.9604 0.9624 0.9723
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0151 1.0100 0.9902
R3 1.0050 0.9999 0.9874
R2 0.9949 0.9949 0.9865
R1 0.9898 0.9898 0.9855 0.9924
PP 0.9848 0.9848 0.9848 0.9861
S1 0.9797 0.9797 0.9837 0.9823
S2 0.9747 0.9747 0.9827
S3 0.9646 0.9696 0.9818
S4 0.9545 0.9595 0.9790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9750 0.0150 1.5% 0.0047 0.5% 2% False True 474
10 0.9900 0.9723 0.0177 1.8% 0.0048 0.5% 17% False False 434
20 0.9900 0.9620 0.0280 2.9% 0.0055 0.6% 48% False False 402
40 0.9900 0.9545 0.0355 3.6% 0.0058 0.6% 59% False False 330
60 1.0125 0.9545 0.0580 5.9% 0.0056 0.6% 36% False False 262
80 1.0136 0.9545 0.0591 6.1% 0.0050 0.5% 35% False False 217
100 1.0136 0.9545 0.0591 6.1% 0.0047 0.5% 35% False False 203
120 1.0136 0.9545 0.0591 6.1% 0.0044 0.5% 35% False False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0039
2.618 0.9949
1.618 0.9894
1.000 0.9860
0.618 0.9839
HIGH 0.9805
0.618 0.9784
0.500 0.9778
0.382 0.9771
LOW 0.9750
0.618 0.9716
1.000 0.9695
1.618 0.9661
2.618 0.9606
4.250 0.9516
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 0.9778 0.9816
PP 0.9769 0.9795
S1 0.9761 0.9774

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

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