CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 1.0034 1.0100 0.0066 0.7% 1.0100
High 1.0055 1.0100 0.0045 0.4% 1.0145
Low 1.0034 1.0075 0.0041 0.4% 1.0034
Close 1.0055 1.0063 0.0008 0.1% 1.0063
Range 0.0021 0.0025 0.0004 19.0% 0.0111
ATR 0.0052 0.0051 0.0000 -0.9% 0.0000
Volume 14 7 -7 -50.0% 44
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0154 1.0134 1.0077
R3 1.0129 1.0109 1.0070
R2 1.0104 1.0104 1.0068
R1 1.0084 1.0084 1.0065 1.0082
PP 1.0079 1.0079 1.0079 1.0078
S1 1.0059 1.0059 1.0061 1.0057
S2 1.0054 1.0054 1.0058
S3 1.0029 1.0034 1.0056
S4 1.0004 1.0009 1.0049
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0414 1.0349 1.0124
R3 1.0303 1.0238 1.0094
R2 1.0192 1.0192 1.0083
R1 1.0127 1.0127 1.0073 1.0104
PP 1.0081 1.0081 1.0081 1.0069
S1 1.0016 1.0016 1.0053 0.9993
S2 0.9970 0.9970 1.0043
S3 0.9859 0.9905 1.0032
S4 0.9748 0.9794 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0145 1.0034 0.0111 1.1% 0.0014 0.1% 26% False False 8
10 1.0145 1.0000 0.0145 1.4% 0.0013 0.1% 43% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0206
2.618 1.0165
1.618 1.0140
1.000 1.0125
0.618 1.0115
HIGH 1.0100
0.618 1.0090
0.500 1.0088
0.382 1.0085
LOW 1.0075
0.618 1.0060
1.000 1.0050
1.618 1.0035
2.618 1.0010
4.250 0.9969
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 1.0088 1.0090
PP 1.0079 1.0081
S1 1.0071 1.0072

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

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