CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 0.9800 0.9851 0.0051 0.5% 0.9710
High 0.9816 0.9851 0.0035 0.4% 0.9822
Low 0.9786 0.9760 -0.0026 -0.3% 0.9667
Close 0.9789 0.9767 -0.0022 -0.2% 0.9846
Range 0.0030 0.0091 0.0061 203.3% 0.0155
ATR 0.0087 0.0087 0.0000 0.3% 0.0000
Volume 80 60 -20 -25.0% 366
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0066 1.0007 0.9817
R3 0.9975 0.9916 0.9792
R2 0.9884 0.9884 0.9784
R1 0.9825 0.9825 0.9775 0.9809
PP 0.9793 0.9793 0.9793 0.9785
S1 0.9734 0.9734 0.9759 0.9718
S2 0.9702 0.9702 0.9750
S3 0.9611 0.9643 0.9742
S4 0.9520 0.9552 0.9717
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0243 1.0200 0.9931
R3 1.0088 1.0045 0.9889
R2 0.9933 0.9933 0.9874
R1 0.9890 0.9890 0.9860 0.9912
PP 0.9778 0.9778 0.9778 0.9789
S1 0.9735 0.9735 0.9832 0.9757
S2 0.9623 0.9623 0.9818
S3 0.9468 0.9580 0.9803
S4 0.9313 0.9425 0.9761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9851 0.9708 0.0143 1.5% 0.0061 0.6% 41% True False 96
10 0.9851 0.9553 0.0298 3.1% 0.0044 0.5% 72% True False 75
20 0.9851 0.9360 0.0491 5.0% 0.0060 0.6% 83% True False 82
40 1.0195 0.9360 0.0835 8.5% 0.0037 0.4% 49% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0238
2.618 1.0089
1.618 0.9998
1.000 0.9942
0.618 0.9907
HIGH 0.9851
0.618 0.9816
0.500 0.9806
0.382 0.9795
LOW 0.9760
0.618 0.9704
1.000 0.9669
1.618 0.9613
2.618 0.9522
4.250 0.9373
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 0.9806 0.9796
PP 0.9793 0.9786
S1 0.9780 0.9777

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

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