CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 0.9962 0.9915 -0.0047 -0.5% 0.9834
High 0.9964 0.9962 -0.0002 0.0% 0.9935
Low 0.9915 0.9890 -0.0025 -0.3% 0.9745
Close 0.9927 0.9892 -0.0035 -0.4% 0.9927
Range 0.0049 0.0072 0.0023 46.9% 0.0190
ATR 0.0059 0.0060 0.0001 1.6% 0.0000
Volume 351 153 -198 -56.4% 2,359
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0131 1.0083 0.9932
R3 1.0059 1.0011 0.9912
R2 0.9987 0.9987 0.9905
R1 0.9939 0.9939 0.9899 0.9927
PP 0.9915 0.9915 0.9915 0.9909
S1 0.9867 0.9867 0.9885 0.9855
S2 0.9843 0.9843 0.9879
S3 0.9771 0.9795 0.9872
S4 0.9699 0.9723 0.9852
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 0.9965 0.9865 0.0100 1.0% 0.0052 0.5% 27% False False 516
10 0.9965 0.9745 0.0220 2.2% 0.0060 0.6% 67% False False 522
20 0.9965 0.9723 0.0242 2.4% 0.0054 0.5% 70% False False 458
40 0.9965 0.9620 0.0345 3.5% 0.0058 0.6% 79% False False 364
60 0.9988 0.9545 0.0443 4.5% 0.0057 0.6% 78% False False 308
80 1.0136 0.9545 0.0591 6.0% 0.0053 0.5% 59% False False 252
100 1.0136 0.9545 0.0591 6.0% 0.0049 0.5% 59% False False 232
120 1.0136 0.9545 0.0591 6.0% 0.0047 0.5% 59% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0150
1.618 1.0078
1.000 1.0034
0.618 1.0006
HIGH 0.9962
0.618 0.9934
0.500 0.9926
0.382 0.9918
LOW 0.9890
0.618 0.9846
1.000 0.9818
1.618 0.9774
2.618 0.9702
4.250 0.9584
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 0.9926 0.9928
PP 0.9915 0.9916
S1 0.9903 0.9904

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

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