CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 0.9647 0.9795 0.0148 1.5% 0.9690
High 0.9815 0.9825 0.0010 0.1% 0.9690
Low 0.9625 0.9790 0.0165 1.7% 0.9484
Close 0.9767 0.9816 0.0049 0.5% 0.9500
Range 0.0190 0.0035 -0.0155 -81.6% 0.0206
ATR 0.0092 0.0090 -0.0002 -2.7% 0.0000
Volume 133 150 17 12.8% 487
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9915 0.9901 0.9835
R3 0.9880 0.9866 0.9826
R2 0.9845 0.9845 0.9822
R1 0.9831 0.9831 0.9819 0.9838
PP 0.9810 0.9810 0.9810 0.9814
S1 0.9796 0.9796 0.9813 0.9803
S2 0.9775 0.9775 0.9810
S3 0.9740 0.9761 0.9806
S4 0.9705 0.9726 0.9797
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 0.9825 0.9484 0.0341 3.5% 0.0084 0.9% 97% True False 253
10 0.9825 0.9484 0.0341 3.5% 0.0073 0.7% 97% True False 196
20 0.9880 0.9484 0.0396 4.0% 0.0060 0.6% 84% False False 117
40 1.0058 0.9484 0.0574 5.8% 0.0057 0.6% 58% False False 86
60 1.0160 0.9360 0.0800 8.1% 0.0054 0.6% 57% False False 80
80 1.0195 0.9360 0.0835 8.5% 0.0042 0.4% 55% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9974
2.618 0.9917
1.618 0.9882
1.000 0.9860
0.618 0.9847
HIGH 0.9825
0.618 0.9812
0.500 0.9808
0.382 0.9803
LOW 0.9790
0.618 0.9768
1.000 0.9755
1.618 0.9733
2.618 0.9698
4.250 0.9641
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 0.9813 0.9786
PP 0.9810 0.9755
S1 0.9808 0.9725

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

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