CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 0.9534 0.9588 0.0054 0.6% 0.9690
High 0.9534 0.9667 0.0133 1.4% 0.9690
Low 0.9484 0.9568 0.0084 0.9% 0.9484
Close 0.9500 0.9617 0.0117 1.2% 0.9500
Range 0.0050 0.0099 0.0049 98.0% 0.0206
ATR 0.0079 0.0085 0.0006 8.0% 0.0000
Volume 249 681 432 173.5% 487
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9914 0.9865 0.9671
R3 0.9815 0.9766 0.9644
R2 0.9716 0.9716 0.9635
R1 0.9667 0.9667 0.9626 0.9692
PP 0.9617 0.9617 0.9617 0.9630
S1 0.9568 0.9568 0.9608 0.9593
S2 0.9518 0.9518 0.9599
S3 0.9419 0.9469 0.9590
S4 0.9320 0.9370 0.9563
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0176 1.0044 0.9613
R3 0.9970 0.9838 0.9557
R2 0.9764 0.9764 0.9538
R1 0.9632 0.9632 0.9519 0.9595
PP 0.9558 0.9558 0.9558 0.9540
S1 0.9426 0.9426 0.9481 0.9389
S2 0.9352 0.9352 0.9462
S3 0.9146 0.9220 0.9443
S4 0.8940 0.9014 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9484 0.0206 2.1% 0.0076 0.8% 65% False False 233
10 0.9800 0.9484 0.0316 3.3% 0.0058 0.6% 42% False False 184
20 1.0010 0.9484 0.0526 5.5% 0.0059 0.6% 25% False False 104
40 1.0058 0.9360 0.0698 7.3% 0.0055 0.6% 37% False False 83
60 1.0160 0.9360 0.0800 8.3% 0.0051 0.5% 32% False False 75
80 1.0195 0.9360 0.0835 8.7% 0.0041 0.4% 31% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0088
2.618 0.9926
1.618 0.9827
1.000 0.9766
0.618 0.9728
HIGH 0.9667
0.618 0.9629
0.500 0.9618
0.382 0.9606
LOW 0.9568
0.618 0.9507
1.000 0.9469
1.618 0.9408
2.618 0.9309
4.250 0.9147
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 0.9618 0.9603
PP 0.9617 0.9589
S1 0.9617 0.9576

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

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