CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 0.9875 0.9880 0.0005 0.1% 0.9830
High 0.9880 0.9900 0.0020 0.2% 0.9880
Low 0.9850 0.9880 0.0030 0.3% 0.9723
Close 0.9862 0.9903 0.0041 0.4% 0.9862
Range 0.0030 0.0020 -0.0010 -33.3% 0.0157
ATR 0.0086 0.0083 -0.0003 -4.0% 0.0000
Volume 39 129 90 230.8% 198
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9954 0.9949 0.9914
R3 0.9934 0.9929 0.9909
R2 0.9914 0.9914 0.9907
R1 0.9909 0.9909 0.9905 0.9912
PP 0.9894 0.9894 0.9894 0.9896
S1 0.9889 0.9889 0.9901 0.9892
S2 0.9874 0.9874 0.9899
S3 0.9854 0.9869 0.9898
S4 0.9834 0.9849 0.9892
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0293 1.0234 0.9948
R3 1.0136 1.0077 0.9905
R2 0.9979 0.9979 0.9891
R1 0.9920 0.9920 0.9876 0.9950
PP 0.9822 0.9822 0.9822 0.9836
S1 0.9763 0.9763 0.9848 0.9793
S2 0.9665 0.9665 0.9833
S3 0.9508 0.9606 0.9819
S4 0.9351 0.9449 0.9776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9723 0.0177 1.8% 0.0054 0.5% 102% True False 64
10 0.9900 0.9667 0.0233 2.4% 0.0049 0.5% 101% True False 67
20 0.9900 0.9360 0.0540 5.5% 0.0053 0.5% 101% True False 65
40 1.0195 0.9360 0.0835 8.4% 0.0041 0.4% 65% False False 59
60 1.0374 0.9360 0.1014 10.2% 0.0031 0.3% 54% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9985
2.618 0.9952
1.618 0.9932
1.000 0.9920
0.618 0.9912
HIGH 0.9900
0.618 0.9892
0.500 0.9890
0.382 0.9888
LOW 0.9880
0.618 0.9868
1.000 0.9860
1.618 0.9848
2.618 0.9828
4.250 0.9795
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 0.9899 0.9873
PP 0.9894 0.9842
S1 0.9890 0.9812

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

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