CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 1.0223 1.0202 -0.0021 -0.2% 1.0281
High 1.0223 1.0231 0.0008 0.1% 1.0294
Low 1.0166 1.0174 0.0008 0.1% 1.0167
Close 1.0201 1.0187 -0.0014 -0.1% 1.0216
Range 0.0057 0.0057 0.0000 0.0% 0.0127
ATR 0.0060 0.0059 0.0000 -0.3% 0.0000
Volume 52,111 74,846 22,735 43.6% 363,222
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0368 1.0335 1.0218
R3 1.0311 1.0278 1.0203
R2 1.0254 1.0254 1.0197
R1 1.0221 1.0221 1.0192 1.0209
PP 1.0197 1.0197 1.0197 1.0192
S1 1.0164 1.0164 1.0182 1.0152
S2 1.0140 1.0140 1.0177
S3 1.0083 1.0107 1.0171
S4 1.0026 1.0050 1.0156
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0607 1.0538 1.0286
R3 1.0480 1.0411 1.0251
R2 1.0353 1.0353 1.0239
R1 1.0284 1.0284 1.0228 1.0255
PP 1.0226 1.0226 1.0226 1.0211
S1 1.0157 1.0157 1.0204 1.0128
S2 1.0099 1.0099 1.0193
S3 0.9972 1.0030 1.0181
S4 0.9845 0.9903 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0262 1.0166 0.0096 0.9% 0.0056 0.6% 22% False False 68,300
10 1.0359 1.0166 0.0193 1.9% 0.0066 0.6% 11% False False 77,972
20 1.0359 1.0046 0.0313 3.1% 0.0063 0.6% 45% False False 46,185
40 1.0359 0.9890 0.0469 4.6% 0.0054 0.5% 63% False False 23,370
60 1.0359 0.9723 0.0636 6.2% 0.0054 0.5% 73% False False 15,735
80 1.0359 0.9545 0.0814 8.0% 0.0056 0.6% 79% False False 11,860
100 1.0359 0.9545 0.0814 8.0% 0.0056 0.6% 79% False False 9,526
120 1.0359 0.9545 0.0814 8.0% 0.0053 0.5% 79% False False 7,949
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.0017
Fibonacci Retracements and Extensions
4.250 1.0473
2.618 1.0380
1.618 1.0323
1.000 1.0288
0.618 1.0266
HIGH 1.0231
0.618 1.0209
0.500 1.0203
0.382 1.0196
LOW 1.0174
0.618 1.0139
1.000 1.0117
1.618 1.0082
2.618 1.0025
4.250 0.9932
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 1.0203 1.0212
PP 1.0197 1.0203
S1 1.0192 1.0195

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

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