CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.0055 1.0052 -0.0003 0.0% 0.9952
High 1.0065 1.0065 0.0000 0.0% 1.0064
Low 1.0030 1.0040 0.0010 0.1% 0.9952
Close 1.0047 1.0059 0.0012 0.1% 1.0051
Range 0.0035 0.0025 -0.0010 -28.6% 0.0112
ATR 0.0055 0.0053 -0.0002 -3.9% 0.0000
Volume 909 703 -206 -22.7% 1,817
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0130 1.0119 1.0073
R3 1.0105 1.0094 1.0066
R2 1.0080 1.0080 1.0064
R1 1.0069 1.0069 1.0061 1.0075
PP 1.0055 1.0055 1.0055 1.0057
S1 1.0044 1.0044 1.0057 1.0050
S2 1.0030 1.0030 1.0054
S3 1.0005 1.0019 1.0052
S4 0.9980 0.9994 1.0045
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0358 1.0317 1.0113
R3 1.0246 1.0205 1.0082
R2 1.0134 1.0134 1.0072
R1 1.0093 1.0093 1.0061 1.0114
PP 1.0022 1.0022 1.0022 1.0033
S1 0.9981 0.9981 1.0041 1.0002
S2 0.9910 0.9910 1.0030
S3 0.9798 0.9869 1.0020
S4 0.9686 0.9757 0.9989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0065 0.9991 0.0074 0.7% 0.0042 0.4% 92% True False 580
10 1.0065 0.9890 0.0175 1.7% 0.0048 0.5% 97% True False 469
20 1.0065 0.9745 0.0320 3.2% 0.0052 0.5% 98% True False 502
40 1.0065 0.9620 0.0445 4.4% 0.0055 0.5% 99% True False 425
60 1.0065 0.9545 0.0520 5.2% 0.0056 0.6% 99% True False 367
80 1.0136 0.9545 0.0591 5.9% 0.0053 0.5% 87% False False 294
100 1.0136 0.9545 0.0591 5.9% 0.0050 0.5% 87% False False 255
120 1.0136 0.9545 0.0591 5.9% 0.0047 0.5% 87% False False 252
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.0171
2.618 1.0130
1.618 1.0105
1.000 1.0090
0.618 1.0080
HIGH 1.0065
0.618 1.0055
0.500 1.0053
0.382 1.0050
LOW 1.0040
0.618 1.0025
1.000 1.0015
1.618 1.0000
2.618 0.9975
4.250 0.9934
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.0057 1.0049
PP 1.0055 1.0040
S1 1.0053 1.0030

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

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