CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 1.0220 1.0211 -0.0009 -0.1% 1.0147
High 1.0246 1.0221 -0.0025 -0.2% 1.0256
Low 1.0180 1.0170 -0.0010 -0.1% 1.0099
Close 1.0215 1.0177 -0.0038 -0.4% 1.0198
Range 0.0066 0.0051 -0.0015 -22.7% 0.0157
ATR 0.0061 0.0061 -0.0001 -1.2% 0.0000
Volume 74,729 67,741 -6,988 -9.4% 412,431
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0342 1.0311 1.0205
R3 1.0291 1.0260 1.0191
R2 1.0240 1.0240 1.0186
R1 1.0209 1.0209 1.0182 1.0199
PP 1.0189 1.0189 1.0189 1.0185
S1 1.0158 1.0158 1.0172 1.0148
S2 1.0138 1.0138 1.0168
S3 1.0087 1.0107 1.0163
S4 1.0036 1.0056 1.0149
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0655 1.0584 1.0284
R3 1.0498 1.0427 1.0241
R2 1.0341 1.0341 1.0227
R1 1.0270 1.0270 1.0212 1.0306
PP 1.0184 1.0184 1.0184 1.0202
S1 1.0113 1.0113 1.0184 1.0149
S2 1.0027 1.0027 1.0169
S3 0.9870 0.9956 1.0155
S4 0.9713 0.9799 1.0112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0256 1.0103 0.0153 1.5% 0.0067 0.7% 48% False False 73,477
10 1.0256 1.0099 0.0157 1.5% 0.0062 0.6% 50% False False 77,784
20 1.0359 1.0099 0.0260 2.6% 0.0064 0.6% 30% False False 78,490
40 1.0359 1.0026 0.0333 3.3% 0.0058 0.6% 45% False False 44,788
60 1.0359 0.9745 0.0614 6.0% 0.0056 0.5% 70% False False 30,026
80 1.0359 0.9620 0.0739 7.3% 0.0057 0.6% 75% False False 22,606
100 1.0359 0.9545 0.0814 8.0% 0.0057 0.6% 78% False False 18,135
120 1.0359 0.9545 0.0814 8.0% 0.0055 0.5% 78% False False 15,125
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0438
2.618 1.0355
1.618 1.0304
1.000 1.0272
0.618 1.0253
HIGH 1.0221
0.618 1.0202
0.500 1.0196
0.382 1.0189
LOW 1.0170
0.618 1.0138
1.000 1.0119
1.618 1.0087
2.618 1.0036
4.250 0.9953
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 1.0196 1.0208
PP 1.0189 1.0198
S1 1.0183 1.0187

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

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