CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.0083 1.0053 -0.0030 -0.3% 1.0061
High 1.0086 1.0125 0.0039 0.4% 1.0135
Low 1.0046 1.0050 0.0004 0.0% 1.0046
Close 1.0050 1.0123 0.0073 0.7% 1.0123
Range 0.0040 0.0075 0.0035 87.5% 0.0089
ATR 0.0049 0.0051 0.0002 3.8% 0.0000
Volume 277 1,207 930 335.7% 4,636
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0324 1.0299 1.0164
R3 1.0249 1.0224 1.0144
R2 1.0174 1.0174 1.0137
R1 1.0149 1.0149 1.0130 1.0162
PP 1.0099 1.0099 1.0099 1.0106
S1 1.0074 1.0074 1.0116 1.0087
S2 1.0024 1.0024 1.0109
S3 0.9949 0.9999 1.0102
S4 0.9874 0.9924 1.0082
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0368 1.0335 1.0172
R3 1.0279 1.0246 1.0147
R2 1.0190 1.0190 1.0139
R1 1.0157 1.0157 1.0131 1.0174
PP 1.0101 1.0101 1.0101 1.0110
S1 1.0068 1.0068 1.0115 1.0085
S2 1.0012 1.0012 1.0107
S3 0.9923 0.9979 1.0099
S4 0.9834 0.9890 1.0074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0135 1.0046 0.0089 0.9% 0.0050 0.5% 87% False False 927
10 1.0135 1.0026 0.0109 1.1% 0.0050 0.5% 89% False False 817
20 1.0135 0.9952 0.0183 1.8% 0.0044 0.4% 93% False False 643
40 1.0135 0.9723 0.0412 4.1% 0.0050 0.5% 97% False False 554
60 1.0135 0.9620 0.0515 5.1% 0.0054 0.5% 98% False False 465
80 1.0135 0.9545 0.0590 5.8% 0.0054 0.5% 98% False False 400
100 1.0136 0.9545 0.0591 5.8% 0.0052 0.5% 98% False False 335
120 1.0136 0.9545 0.0591 5.8% 0.0049 0.5% 98% False False 307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0444
2.618 1.0321
1.618 1.0246
1.000 1.0200
0.618 1.0171
HIGH 1.0125
0.618 1.0096
0.500 1.0088
0.382 1.0079
LOW 1.0050
0.618 1.0004
1.000 0.9975
1.618 0.9929
2.618 0.9854
4.250 0.9731
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.0111 1.0111
PP 1.0099 1.0098
S1 1.0088 1.0086

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

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