CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 0.9820 0.9787 -0.0033 -0.3% 0.9780
High 0.9832 0.9787 -0.0045 -0.5% 0.9820
Low 0.9820 0.9764 -0.0056 -0.6% 0.9725
Close 0.9823 0.9764 -0.0059 -0.6% 0.9792
Range 0.0012 0.0023 0.0011 91.7% 0.0095
ATR 0.0000 0.0044 0.0044 0.0000
Volume 11 22 11 100.0% 20
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9841 0.9825 0.9777
R3 0.9818 0.9802 0.9770
R2 0.9795 0.9795 0.9768
R1 0.9779 0.9779 0.9766 0.9776
PP 0.9772 0.9772 0.9772 0.9770
S1 0.9756 0.9756 0.9762 0.9753
S2 0.9749 0.9749 0.9760
S3 0.9726 0.9733 0.9758
S4 0.9703 0.9710 0.9751
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0064 1.0023 0.9844
R3 0.9969 0.9928 0.9818
R2 0.9874 0.9874 0.9809
R1 0.9833 0.9833 0.9801 0.9854
PP 0.9779 0.9779 0.9779 0.9789
S1 0.9738 0.9738 0.9783 0.9759
S2 0.9684 0.9684 0.9775
S3 0.9589 0.9643 0.9766
S4 0.9494 0.9548 0.9740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9734 0.0132 1.4% 0.0015 0.2% 23% False False 14
10 0.9866 0.9686 0.0180 1.8% 0.0020 0.2% 43% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9847
1.618 0.9824
1.000 0.9810
0.618 0.9801
HIGH 0.9787
0.618 0.9778
0.500 0.9776
0.382 0.9773
LOW 0.9764
0.618 0.9750
1.000 0.9741
1.618 0.9727
2.618 0.9704
4.250 0.9666
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 0.9776 0.9815
PP 0.9772 0.9798
S1 0.9768 0.9781

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

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