CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 0.9606 0.9572 -0.0034 -0.4% 0.9780
High 0.9626 0.9572 -0.0054 -0.6% 0.9800
Low 0.9580 0.9503 -0.0077 -0.8% 0.9695
Close 0.9613 0.9514 -0.0099 -1.0% 0.9709
Range 0.0046 0.0069 0.0023 50.0% 0.0105
ATR 0.0078 0.0081 0.0002 2.9% 0.0000
Volume 156 78 -78 -50.0% 673
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9737 0.9694 0.9552
R3 0.9668 0.9625 0.9533
R2 0.9599 0.9599 0.9527
R1 0.9556 0.9556 0.9520 0.9543
PP 0.9530 0.9530 0.9530 0.9523
S1 0.9487 0.9487 0.9508 0.9474
S2 0.9461 0.9461 0.9501
S3 0.9392 0.9418 0.9495
S4 0.9323 0.9349 0.9476
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0050 0.9984 0.9767
R3 0.9945 0.9879 0.9738
R2 0.9840 0.9840 0.9728
R1 0.9774 0.9774 0.9719 0.9755
PP 0.9735 0.9735 0.9735 0.9725
S1 0.9669 0.9669 0.9699 0.9650
S2 0.9630 0.9630 0.9690
S3 0.9525 0.9564 0.9680
S4 0.9420 0.9459 0.9651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9503 0.0252 2.6% 0.0062 0.7% 4% False True 139
10 0.9850 0.9503 0.0347 3.6% 0.0049 0.5% 3% False True 97
20 1.0058 0.9503 0.0555 5.8% 0.0056 0.6% 2% False True 60
40 1.0058 0.9360 0.0698 7.3% 0.0053 0.6% 22% False False 60
60 1.0195 0.9360 0.0835 8.8% 0.0048 0.5% 18% False False 60
80 1.0315 0.9360 0.0955 10.0% 0.0039 0.4% 16% False False 50
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9753
1.618 0.9684
1.000 0.9641
0.618 0.9615
HIGH 0.9572
0.618 0.9546
0.500 0.9538
0.382 0.9529
LOW 0.9503
0.618 0.9460
1.000 0.9434
1.618 0.9391
2.618 0.9322
4.250 0.9210
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 0.9538 0.9597
PP 0.9530 0.9569
S1 0.9522 0.9542

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

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