CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 1.0085 1.0077 -0.0008 -0.1% 1.0100
High 1.0085 1.0077 -0.0008 -0.1% 1.0145
Low 1.0085 1.0077 -0.0008 -0.1% 1.0034
Close 1.0073 1.0077 0.0004 0.0% 1.0063
Range
ATR 0.0042 0.0039 -0.0003 -6.5% 0.0000
Volume 4 30 26 650.0% 44
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0077 1.0077 1.0077
R3 1.0077 1.0077 1.0077
R2 1.0077 1.0077 1.0077
R1 1.0077 1.0077 1.0077 1.0077
PP 1.0077 1.0077 1.0077 1.0077
S1 1.0077 1.0077 1.0077 1.0077
S2 1.0077 1.0077 1.0077
S3 1.0077 1.0077 1.0077
S4 1.0077 1.0077 1.0077
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 1.0100 1.0068 0.0032 0.3% 0.0005 0.0% 28% False False 13
10 1.0145 1.0034 0.0111 1.1% 0.0007 0.1% 39% False False 11
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0077
2.618 1.0077
1.618 1.0077
1.000 1.0077
0.618 1.0077
HIGH 1.0077
0.618 1.0077
0.500 1.0077
0.382 1.0077
LOW 1.0077
0.618 1.0077
1.000 1.0077
1.618 1.0077
2.618 1.0077
4.250 1.0077
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 1.0077 1.0078
PP 1.0077 1.0078
S1 1.0077 1.0077

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

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