CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1.0281 1.0238 -0.0043 -0.4% 1.0210
High 1.0294 1.0256 -0.0038 -0.4% 1.0359
Low 1.0224 1.0218 -0.0006 -0.1% 1.0196
Close 1.0228 1.0234 0.0006 0.1% 1.0285
Range 0.0070 0.0038 -0.0032 -45.7% 0.0163
ATR 0.0063 0.0061 -0.0002 -2.8% 0.0000
Volume 82,609 66,070 -16,539 -20.0% 388,006
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0350 1.0330 1.0255
R3 1.0312 1.0292 1.0244
R2 1.0274 1.0274 1.0241
R1 1.0254 1.0254 1.0237 1.0245
PP 1.0236 1.0236 1.0236 1.0232
S1 1.0216 1.0216 1.0231 1.0207
S2 1.0198 1.0198 1.0227
S3 1.0160 1.0178 1.0224
S4 1.0122 1.0140 1.0213
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 1.0209 0.0150 1.5% 0.0076 0.7% 17% False False 87,644
10 1.0359 1.0059 0.0300 2.9% 0.0072 0.7% 58% False False 57,110
20 1.0359 1.0026 0.0333 3.3% 0.0061 0.6% 62% False False 29,291
40 1.0359 0.9745 0.0614 6.0% 0.0055 0.5% 80% False False 14,902
60 1.0359 0.9620 0.0739 7.2% 0.0055 0.5% 83% False False 10,064
80 1.0359 0.9545 0.0814 8.0% 0.0056 0.5% 85% False False 7,614
100 1.0359 0.9545 0.0814 8.0% 0.0055 0.5% 85% False False 6,113
120 1.0359 0.9545 0.0814 8.0% 0.0052 0.5% 85% False False 5,108
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0418
2.618 1.0355
1.618 1.0317
1.000 1.0294
0.618 1.0279
HIGH 1.0256
0.618 1.0241
0.500 1.0237
0.382 1.0233
LOW 1.0218
0.618 1.0195
1.000 1.0180
1.618 1.0157
2.618 1.0119
4.250 1.0057
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1.0237 1.0289
PP 1.0236 1.0270
S1 1.0235 1.0252

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

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