CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 0.9927 0.9950 0.0023 0.2% 0.9834
High 0.9951 0.9965 0.0014 0.1% 0.9935
Low 0.9924 0.9925 0.0001 0.0% 0.9745
Close 0.9950 0.9942 -0.0008 -0.1% 0.9927
Range 0.0027 0.0040 0.0013 48.1% 0.0190
ATR 0.0061 0.0059 -0.0001 -2.5% 0.0000
Volume 877 718 -159 -18.1% 2,359
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0064 1.0043 0.9964
R3 1.0024 1.0003 0.9953
R2 0.9984 0.9984 0.9949
R1 0.9963 0.9963 0.9946 0.9954
PP 0.9944 0.9944 0.9944 0.9939
S1 0.9923 0.9923 0.9938 0.9914
S2 0.9904 0.9904 0.9935
S3 0.9864 0.9883 0.9931
S4 0.9824 0.9843 0.9920
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0439 1.0373 1.0032
R3 1.0249 1.0183 0.9979
R2 1.0059 1.0059 0.9962
R1 0.9993 0.9993 0.9944 1.0026
PP 0.9869 0.9869 0.9869 0.9886
S1 0.9803 0.9803 0.9910 0.9836
S2 0.9679 0.9679 0.9892
S3 0.9489 0.9613 0.9875
S4 0.9299 0.9423 0.9823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9965 0.9745 0.0220 2.2% 0.0063 0.6% 90% True False 597
10 0.9965 0.9745 0.0220 2.2% 0.0055 0.6% 90% True False 535
20 0.9965 0.9723 0.0242 2.4% 0.0053 0.5% 90% True False 452
40 0.9965 0.9579 0.0386 3.9% 0.0058 0.6% 94% True False 364
60 1.0017 0.9545 0.0472 4.7% 0.0057 0.6% 84% False False 308
80 1.0136 0.9545 0.0591 5.9% 0.0052 0.5% 67% False False 246
100 1.0136 0.9545 0.0591 5.9% 0.0048 0.5% 67% False False 227
120 1.0136 0.9545 0.0591 5.9% 0.0046 0.5% 67% False False 219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0135
2.618 1.0070
1.618 1.0030
1.000 1.0005
0.618 0.9990
HIGH 0.9965
0.618 0.9950
0.500 0.9945
0.382 0.9940
LOW 0.9925
0.618 0.9900
1.000 0.9885
1.618 0.9860
2.618 0.9820
4.250 0.9755
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 0.9945 0.9933
PP 0.9944 0.9924
S1 0.9943 0.9915

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

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