CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 0.9553 0.9700 0.0147 1.5% 0.9513
High 0.9554 0.9700 0.0146 1.5% 0.9700
Low 0.9553 0.9596 0.0043 0.5% 0.9360
Close 0.9590 0.9592 0.0002 0.0% 0.9592
Range 0.0001 0.0104 0.0103 10,300.0% 0.0340
ATR 0.0089 0.0091 0.0001 1.6% 0.0000
Volume 126 114 -12 -9.5% 420
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9941 0.9871 0.9649
R3 0.9837 0.9767 0.9621
R2 0.9733 0.9733 0.9611
R1 0.9663 0.9663 0.9602 0.9646
PP 0.9629 0.9629 0.9629 0.9621
S1 0.9559 0.9559 0.9582 0.9542
S2 0.9525 0.9525 0.9573
S3 0.9421 0.9455 0.9563
S4 0.9317 0.9351 0.9535
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0571 1.0421 0.9779
R3 1.0231 1.0081 0.9686
R2 0.9891 0.9891 0.9654
R1 0.9741 0.9741 0.9623 0.9816
PP 0.9551 0.9551 0.9551 0.9588
S1 0.9401 0.9401 0.9561 0.9476
S2 0.9211 0.9211 0.9530
S3 0.8871 0.9061 0.9499
S4 0.8531 0.8721 0.9405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9360 0.0340 3.5% 0.0062 0.6% 68% True False 84
10 0.9800 0.9360 0.0440 4.6% 0.0068 0.7% 53% False False 66
20 1.0160 0.9360 0.0800 8.3% 0.0053 0.5% 29% False False 75
40 1.0195 0.9360 0.0835 8.7% 0.0030 0.3% 28% False False 46
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 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0142
2.618 0.9972
1.618 0.9868
1.000 0.9804
0.618 0.9764
HIGH 0.9700
0.618 0.9660
0.500 0.9648
0.382 0.9636
LOW 0.9596
0.618 0.9532
1.000 0.9492
1.618 0.9428
2.618 0.9324
4.250 0.9154
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 0.9648 0.9610
PP 0.9629 0.9604
S1 0.9611 0.9598

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

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