CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.0103 1.0168 0.0065 0.6% 1.0068
High 1.0103 1.0168 0.0065 0.6% 1.0103
Low 1.0103 1.0168 0.0065 0.6% 1.0068
Close 1.0103 1.0168 0.0065 0.6% 1.0103
Range
ATR 0.0038 0.0040 0.0002 5.0% 0.0000
Volume 30 30 0 0.0% 90
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0168 1.0168 1.0168
R3 1.0168 1.0168 1.0168
R2 1.0168 1.0168 1.0168
R1 1.0168 1.0168 1.0168 1.0168
PP 1.0168 1.0168 1.0168 1.0168
S1 1.0168 1.0168 1.0168 1.0168
S2 1.0168 1.0168 1.0168
S3 1.0168 1.0168 1.0168
S4 1.0168 1.0168 1.0168
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0196 1.0185 1.0122
R3 1.0161 1.0150 1.0113
R2 1.0126 1.0126 1.0109
R1 1.0115 1.0115 1.0106 1.0121
PP 1.0091 1.0091 1.0091 1.0094
S1 1.0080 1.0080 1.0100 1.0086
S2 1.0056 1.0056 1.0097
S3 1.0021 1.0045 1.0093
S4 0.9986 1.0010 1.0084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0168 1.0071 0.0097 1.0% 0.0000 0.0% 100% True False 21
10 1.0168 1.0034 0.0134 1.3% 0.0005 0.0% 100% True False 15
20 1.0354 1.0000 0.0354 3.5% 0.0013 0.1% 47% False False 19
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 1.0168
2.618 1.0168
1.618 1.0168
1.000 1.0168
0.618 1.0168
HIGH 1.0168
0.618 1.0168
0.500 1.0168
0.382 1.0168
LOW 1.0168
0.618 1.0168
1.000 1.0168
1.618 1.0168
2.618 1.0168
4.250 1.0168
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.0168 1.0153
PP 1.0168 1.0138
S1 1.0168 1.0123

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

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