CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 0.9819 0.9868 0.0049 0.5% 0.9834
High 0.9905 0.9935 0.0030 0.3% 0.9935
Low 0.9814 0.9865 0.0051 0.5% 0.9745
Close 0.9872 0.9927 0.0055 0.6% 0.9927
Range 0.0091 0.0070 -0.0021 -23.1% 0.0190
ATR 0.0063 0.0063 0.0001 0.8% 0.0000
Volume 322 482 160 49.7% 2,359
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0119 1.0093 0.9966
R3 1.0049 1.0023 0.9946
R2 0.9979 0.9979 0.9940
R1 0.9953 0.9953 0.9933 0.9966
PP 0.9909 0.9909 0.9909 0.9916
S1 0.9883 0.9883 0.9921 0.9896
S2 0.9839 0.9839 0.9914
S3 0.9769 0.9813 0.9908
S4 0.9699 0.9743 0.9889
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0439 1.0373 1.0032
R3 1.0249 1.0183 0.9979
R2 1.0059 1.0059 0.9962
R1 0.9993 0.9993 0.9944 1.0026
PP 0.9869 0.9869 0.9869 0.9886
S1 0.9803 0.9803 0.9910 0.9836
S2 0.9679 0.9679 0.9892
S3 0.9489 0.9613 0.9875
S4 0.9299 0.9423 0.9823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9935 0.9745 0.0190 1.9% 0.0073 0.7% 96% True False 471
10 0.9935 0.9745 0.0190 1.9% 0.0056 0.6% 96% True False 459
20 0.9935 0.9671 0.0264 2.7% 0.0058 0.6% 97% True False 437
40 0.9935 0.9545 0.0390 3.9% 0.0059 0.6% 98% True False 340
60 1.0097 0.9545 0.0552 5.6% 0.0057 0.6% 69% False False 282
80 1.0136 0.9545 0.0591 6.0% 0.0052 0.5% 65% False False 228
100 1.0136 0.9545 0.0591 6.0% 0.0049 0.5% 65% False False 212
120 1.0136 0.9545 0.0591 6.0% 0.0045 0.5% 65% False False 206
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0233
2.618 1.0118
1.618 1.0048
1.000 1.0005
0.618 0.9978
HIGH 0.9935
0.618 0.9908
0.500 0.9900
0.382 0.9892
LOW 0.9865
0.618 0.9822
1.000 0.9795
1.618 0.9752
2.618 0.9682
4.250 0.9568
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 0.9918 0.9898
PP 0.9909 0.9869
S1 0.9900 0.9840

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

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