CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 0.9735 0.9686 -0.0049 -0.5% 0.9854
High 0.9735 0.9718 -0.0017 -0.2% 0.9866
Low 0.9692 0.9686 -0.0006 -0.1% 0.9692
Close 0.9692 0.9714 0.0022 0.2% 0.9692
Range 0.0043 0.0032 -0.0011 -25.6% 0.0174
ATR 0.0046 0.0045 -0.0001 -2.2% 0.0000
Volume 42 28 -14 -33.3% 99
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9802 0.9790 0.9732
R3 0.9770 0.9758 0.9723
R2 0.9738 0.9738 0.9720
R1 0.9726 0.9726 0.9717 0.9732
PP 0.9706 0.9706 0.9706 0.9709
S1 0.9694 0.9694 0.9711 0.9700
S2 0.9674 0.9674 0.9708
S3 0.9642 0.9662 0.9705
S4 0.9610 0.9630 0.9696
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0272 1.0156 0.9788
R3 1.0098 0.9982 0.9740
R2 0.9924 0.9924 0.9724
R1 0.9808 0.9808 0.9708 0.9779
PP 0.9750 0.9750 0.9750 0.9736
S1 0.9634 0.9634 0.9676 0.9605
S2 0.9576 0.9576 0.9660
S3 0.9402 0.9460 0.9644
S4 0.9228 0.9286 0.9596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9686 0.0180 1.9% 0.0025 0.3% 16% False True 25
10 0.9866 0.9686 0.0180 1.9% 0.0026 0.3% 16% False True 15
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 True
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9854
2.618 0.9802
1.618 0.9770
1.000 0.9750
0.618 0.9738
HIGH 0.9718
0.618 0.9706
0.500 0.9702
0.382 0.9698
LOW 0.9686
0.618 0.9666
1.000 0.9654
1.618 0.9634
2.618 0.9602
4.250 0.9550
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 0.9710 0.9737
PP 0.9706 0.9729
S1 0.9702 0.9722

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

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