CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1.0223 1.0300 0.0077 0.8% 1.0210
High 1.0325 1.0359 0.0034 0.3% 1.0359
Low 1.0209 1.0260 0.0051 0.5% 1.0196
Close 1.0292 1.0285 -0.0007 -0.1% 1.0285
Range 0.0116 0.0099 -0.0017 -14.7% 0.0163
ATR 0.0059 0.0062 0.0003 4.8% 0.0000
Volume 95,669 121,845 26,176 27.4% 388,006
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0598 1.0541 1.0339
R3 1.0499 1.0442 1.0312
R2 1.0400 1.0400 1.0303
R1 1.0343 1.0343 1.0294 1.0322
PP 1.0301 1.0301 1.0301 1.0291
S1 1.0244 1.0244 1.0276 1.0223
S2 1.0202 1.0202 1.0267
S3 1.0103 1.0145 1.0258
S4 1.0004 1.0046 1.0231
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0769 1.0690 1.0375
R3 1.0606 1.0527 1.0330
R2 1.0443 1.0443 1.0315
R1 1.0364 1.0364 1.0300 1.0404
PP 1.0280 1.0280 1.0280 1.0300
S1 1.0201 1.0201 1.0270 1.0241
S2 1.0117 1.0117 1.0255
S3 0.9954 1.0038 1.0240
S4 0.9791 0.9875 1.0195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0359 1.0196 0.0163 1.6% 0.0074 0.7% 55% True False 77,601
10 1.0359 1.0050 0.0309 3.0% 0.0072 0.7% 76% True False 43,099
20 1.0359 1.0026 0.0333 3.2% 0.0059 0.6% 78% True False 21,925
40 1.0359 0.9745 0.0614 6.0% 0.0055 0.5% 88% True False 11,215
60 1.0359 0.9620 0.0739 7.2% 0.0056 0.5% 90% True False 7,595
80 1.0359 0.9545 0.0814 7.9% 0.0056 0.5% 91% True False 5,760
100 1.0359 0.9545 0.0814 7.9% 0.0055 0.5% 91% True False 4,627
120 1.0359 0.9545 0.0814 7.9% 0.0052 0.5% 91% True False 3,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0780
2.618 1.0618
1.618 1.0519
1.000 1.0458
0.618 1.0420
HIGH 1.0359
0.618 1.0321
0.500 1.0310
0.382 1.0298
LOW 1.0260
0.618 1.0199
1.000 1.0161
1.618 1.0100
2.618 1.0001
4.250 0.9839
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1.0310 1.0285
PP 1.0301 1.0284
S1 1.0293 1.0284

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

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