CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 0.9712 0.9640 -0.0072 -0.7% 1.0043
High 0.9715 0.9729 0.0014 0.1% 1.0043
Low 0.9628 0.9640 0.0012 0.1% 0.9628
Close 0.9673 0.9656 -0.0017 -0.2% 0.9656
Range 0.0087 0.0089 0.0002 2.3% 0.0415
ATR 0.0072 0.0073 0.0001 1.7% 0.0000
Volume 172 303 131 76.2% 535
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9942 0.9888 0.9705
R3 0.9853 0.9799 0.9680
R2 0.9764 0.9764 0.9672
R1 0.9710 0.9710 0.9664 0.9737
PP 0.9675 0.9675 0.9675 0.9689
S1 0.9621 0.9621 0.9648 0.9648
S2 0.9586 0.9586 0.9640
S3 0.9497 0.9532 0.9632
S4 0.9408 0.9443 0.9607
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1021 1.0753 0.9884
R3 1.0606 1.0338 0.9770
R2 1.0191 1.0191 0.9732
R1 0.9923 0.9923 0.9694 0.9850
PP 0.9776 0.9776 0.9776 0.9739
S1 0.9508 0.9508 0.9618 0.9435
S2 0.9361 0.9361 0.9580
S3 0.8946 0.9093 0.9542
S4 0.8531 0.8678 0.9428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0043 0.9628 0.0415 4.3% 0.0062 0.6% 7% False False 107
10 1.0160 0.9628 0.0532 5.5% 0.0038 0.4% 5% False False 85
20 1.0195 0.9628 0.0567 5.9% 0.0023 0.2% 5% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0107
2.618 0.9962
1.618 0.9873
1.000 0.9818
0.618 0.9784
HIGH 0.9729
0.618 0.9695
0.500 0.9685
0.382 0.9674
LOW 0.9640
0.618 0.9585
1.000 0.9551
1.618 0.9496
2.618 0.9407
4.250 0.9262
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 0.9685 0.9829
PP 0.9675 0.9771
S1 0.9666 0.9714

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

View Archives - Comment on this page... - Back to Index of Symbols