CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1.0210 1.0208 -0.0002 0.0% 1.0110
High 1.0228 1.0273 0.0045 0.4% 1.0216
Low 1.0196 1.0207 0.0011 0.1% 1.0059
Close 1.0208 1.0251 0.0043 0.4% 1.0200
Range 0.0032 0.0066 0.0034 106.3% 0.0157
ATR 0.0054 0.0055 0.0001 1.6% 0.0000
Volume 44,626 53,835 9,209 20.6% 41,784
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0442 1.0412 1.0287
R3 1.0376 1.0346 1.0269
R2 1.0310 1.0310 1.0263
R1 1.0280 1.0280 1.0257 1.0295
PP 1.0244 1.0244 1.0244 1.0251
S1 1.0214 1.0214 1.0245 1.0229
S2 1.0178 1.0178 1.0239
S3 1.0112 1.0148 1.0233
S4 1.0046 1.0082 1.0215
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0629 1.0572 1.0286
R3 1.0472 1.0415 1.0243
R2 1.0315 1.0315 1.0229
R1 1.0258 1.0258 1.0214 1.0287
PP 1.0158 1.0158 1.0158 1.0173
S1 1.0101 1.0101 1.0186 1.0130
S2 1.0001 1.0001 1.0171
S3 0.9844 0.9944 1.0157
S4 0.9687 0.9787 1.0114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0273 1.0059 0.0214 2.1% 0.0067 0.7% 90% True False 26,576
10 1.0273 1.0046 0.0227 2.2% 0.0060 0.6% 90% True False 14,399
20 1.0273 1.0026 0.0247 2.4% 0.0051 0.5% 91% True False 7,519
40 1.0273 0.9745 0.0528 5.2% 0.0052 0.5% 96% True False 3,998
60 1.0273 0.9620 0.0653 6.4% 0.0055 0.5% 97% True False 2,778
80 1.0273 0.9545 0.0728 7.1% 0.0055 0.5% 97% True False 2,147
100 1.0273 0.9545 0.0728 7.1% 0.0053 0.5% 97% True False 1,732
120 1.0273 0.9545 0.0728 7.1% 0.0050 0.5% 97% True False 1,461
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0554
2.618 1.0446
1.618 1.0380
1.000 1.0339
0.618 1.0314
HIGH 1.0273
0.618 1.0248
0.500 1.0240
0.382 1.0232
LOW 1.0207
0.618 1.0166
1.000 1.0141
1.618 1.0100
2.618 1.0034
4.250 0.9927
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1.0247 1.0237
PP 1.0244 1.0224
S1 1.0240 1.0210

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

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