CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 0.9769 0.9772 0.0003 0.0% 0.9794
High 0.9781 0.9800 0.0019 0.2% 0.9866
Low 0.9750 0.9743 -0.0007 -0.1% 0.9764
Close 0.9773 0.9744 -0.0029 -0.3% 0.9767
Range 0.0031 0.0057 0.0026 83.9% 0.0102
ATR 0.0066 0.0065 -0.0001 -1.0% 0.0000
Volume 343 355 12 3.5% 2,021
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9933 0.9896 0.9775
R3 0.9876 0.9839 0.9760
R2 0.9819 0.9819 0.9754
R1 0.9782 0.9782 0.9749 0.9772
PP 0.9762 0.9762 0.9762 0.9758
S1 0.9725 0.9725 0.9739 0.9715
S2 0.9705 0.9705 0.9734
S3 0.9648 0.9668 0.9728
S4 0.9591 0.9611 0.9713
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0105 1.0038 0.9823
R3 1.0003 0.9936 0.9795
R2 0.9901 0.9901 0.9786
R1 0.9834 0.9834 0.9776 0.9817
PP 0.9799 0.9799 0.9799 0.9790
S1 0.9732 0.9732 0.9758 0.9715
S2 0.9697 0.9697 0.9748
S3 0.9595 0.9630 0.9739
S4 0.9493 0.9528 0.9711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9743 0.0123 1.3% 0.0052 0.5% 1% False True 342
10 0.9866 0.9620 0.0246 2.5% 0.0062 0.6% 50% False False 370
20 0.9866 0.9620 0.0246 2.5% 0.0059 0.6% 50% False False 293
40 0.9930 0.9545 0.0385 4.0% 0.0058 0.6% 52% False False 261
60 1.0136 0.9545 0.0591 6.1% 0.0054 0.5% 34% False False 196
80 1.0136 0.9545 0.0591 6.1% 0.0049 0.5% 34% False False 173
100 1.0136 0.9545 0.0591 6.1% 0.0046 0.5% 34% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0042
2.618 0.9949
1.618 0.9892
1.000 0.9857
0.618 0.9835
HIGH 0.9800
0.618 0.9778
0.500 0.9772
0.382 0.9765
LOW 0.9743
0.618 0.9708
1.000 0.9686
1.618 0.9651
2.618 0.9594
4.250 0.9501
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 0.9772 0.9788
PP 0.9762 0.9773
S1 0.9753 0.9759

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

View Archives - Comment on this page... - Back to Index of Symbols