CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.0028 1.0061 0.0033 0.3% 1.0091
High 1.0070 1.0086 0.0016 0.2% 1.0132
Low 1.0028 1.0060 0.0032 0.3% 1.0026
Close 1.0063 1.0070 0.0007 0.1% 1.0063
Range 0.0042 0.0026 -0.0016 -38.1% 0.0106
ATR 0.0050 0.0048 -0.0002 -3.4% 0.0000
Volume 1,072 889 -183 -17.1% 3,541
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0150 1.0136 1.0084
R3 1.0124 1.0110 1.0077
R2 1.0098 1.0098 1.0075
R1 1.0084 1.0084 1.0072 1.0091
PP 1.0072 1.0072 1.0072 1.0076
S1 1.0058 1.0058 1.0068 1.0065
S2 1.0046 1.0046 1.0065
S3 1.0020 1.0032 1.0063
S4 0.9994 1.0006 1.0056
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0392 1.0333 1.0121
R3 1.0286 1.0227 1.0092
R2 1.0180 1.0180 1.0082
R1 1.0121 1.0121 1.0073 1.0098
PP 1.0074 1.0074 1.0074 1.0062
S1 1.0015 1.0015 1.0053 0.9992
S2 0.9968 0.9968 1.0044
S3 0.9862 0.9909 1.0034
S4 0.9756 0.9803 1.0005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0132 1.0026 0.0106 1.1% 0.0050 0.5% 42% False False 724
10 1.0132 1.0026 0.0106 1.1% 0.0042 0.4% 42% False False 639
20 1.0132 0.9890 0.0242 2.4% 0.0046 0.5% 74% False False 554
40 1.0132 0.9723 0.0409 4.1% 0.0049 0.5% 85% False False 510
60 1.0132 0.9545 0.0587 5.8% 0.0054 0.5% 89% False False 419
80 1.0132 0.9545 0.0587 5.8% 0.0054 0.5% 89% False False 361
100 1.0136 0.9545 0.0591 5.9% 0.0051 0.5% 89% False False 301
120 1.0136 0.9545 0.0591 5.9% 0.0048 0.5% 89% False False 276
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0197
2.618 1.0154
1.618 1.0128
1.000 1.0112
0.618 1.0102
HIGH 1.0086
0.618 1.0076
0.500 1.0073
0.382 1.0070
LOW 1.0060
0.618 1.0044
1.000 1.0034
1.618 1.0018
2.618 0.9992
4.250 0.9950
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.0073 1.0066
PP 1.0072 1.0062
S1 1.0071 1.0059

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

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