CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 0.9895 0.9952 0.0057 0.6% 0.9927
High 0.9990 0.9982 -0.0008 -0.1% 0.9990
Low 0.9895 0.9952 0.0057 0.6% 0.9890
Close 0.9975 0.9977 0.0002 0.0% 0.9975
Range 0.0095 0.0030 -0.0065 -68.4% 0.0100
ATR 0.0062 0.0060 -0.0002 -3.7% 0.0000
Volume 759 338 -421 -55.5% 2,858
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0060 1.0049 0.9994
R3 1.0030 1.0019 0.9985
R2 1.0000 1.0000 0.9983
R1 0.9989 0.9989 0.9980 0.9995
PP 0.9970 0.9970 0.9970 0.9973
S1 0.9959 0.9959 0.9974 0.9965
S2 0.9940 0.9940 0.9972
S3 0.9910 0.9929 0.9969
S4 0.9880 0.9899 0.9961
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0252 1.0213 1.0030
R3 1.0152 1.0113 1.0003
R2 1.0052 1.0052 0.9993
R1 1.0013 1.0013 0.9984 1.0033
PP 0.9952 0.9952 0.9952 0.9961
S1 0.9913 0.9913 0.9966 0.9933
S2 0.9852 0.9852 0.9957
S3 0.9752 0.9813 0.9948
S4 0.9652 0.9713 0.9920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9990 0.9890 0.0100 1.0% 0.0057 0.6% 87% False False 463
10 0.9990 0.9745 0.0245 2.5% 0.0061 0.6% 95% False False 512
20 0.9990 0.9723 0.0267 2.7% 0.0055 0.5% 95% False False 464
40 0.9990 0.9620 0.0370 3.7% 0.0058 0.6% 96% False False 378
60 0.9990 0.9545 0.0445 4.5% 0.0057 0.6% 97% False False 325
80 1.0136 0.9545 0.0591 5.9% 0.0053 0.5% 73% False False 260
100 1.0136 0.9545 0.0591 5.9% 0.0050 0.5% 73% False False 230
120 1.0136 0.9545 0.0591 5.9% 0.0047 0.5% 73% False False 229
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0110
2.618 1.0061
1.618 1.0031
1.000 1.0012
0.618 1.0001
HIGH 0.9982
0.618 0.9971
0.500 0.9967
0.382 0.9963
LOW 0.9952
0.618 0.9933
1.000 0.9922
1.618 0.9903
2.618 0.9873
4.250 0.9825
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 0.9974 0.9965
PP 0.9970 0.9952
S1 0.9967 0.9940

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

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