CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 0.9572 0.9534 -0.0038 -0.4% 0.9690
High 0.9572 0.9534 -0.0038 -0.4% 0.9690
Low 0.9503 0.9484 -0.0019 -0.2% 0.9484
Close 0.9514 0.9500 -0.0014 -0.1% 0.9500
Range 0.0069 0.0050 -0.0019 -27.5% 0.0206
ATR 0.0081 0.0079 -0.0002 -2.7% 0.0000
Volume 78 249 171 219.2% 487
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9656 0.9628 0.9528
R3 0.9606 0.9578 0.9514
R2 0.9556 0.9556 0.9509
R1 0.9528 0.9528 0.9505 0.9517
PP 0.9506 0.9506 0.9506 0.9501
S1 0.9478 0.9478 0.9495 0.9467
S2 0.9456 0.9456 0.9491
S3 0.9406 0.9428 0.9486
S4 0.9356 0.9378 0.9473
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0176 1.0044 0.9613
R3 0.9970 0.9838 0.9557
R2 0.9764 0.9764 0.9538
R1 0.9632 0.9632 0.9519 0.9595
PP 0.9558 0.9558 0.9558 0.9540
S1 0.9426 0.9426 0.9481 0.9389
S2 0.9352 0.9352 0.9462
S3 0.9146 0.9220 0.9443
S4 0.8940 0.9014 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9721 0.9484 0.0237 2.5% 0.0060 0.6% 7% False True 100
10 0.9850 0.9484 0.0366 3.9% 0.0050 0.5% 4% False True 120
20 1.0019 0.9484 0.0535 5.6% 0.0055 0.6% 3% False True 71
40 1.0058 0.9360 0.0698 7.3% 0.0053 0.6% 20% False False 66
60 1.0195 0.9360 0.0835 8.8% 0.0049 0.5% 17% False False 64
80 1.0226 0.9360 0.0866 9.1% 0.0040 0.4% 16% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9747
2.618 0.9665
1.618 0.9615
1.000 0.9584
0.618 0.9565
HIGH 0.9534
0.618 0.9515
0.500 0.9509
0.382 0.9503
LOW 0.9484
0.618 0.9453
1.000 0.9434
1.618 0.9403
2.618 0.9353
4.250 0.9272
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 0.9509 0.9555
PP 0.9506 0.9537
S1 0.9503 0.9518

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

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