CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 0.9850 0.9835 -0.0015 -0.2% 0.9588
High 0.9870 0.9840 -0.0030 -0.3% 0.9870
Low 0.9785 0.9781 -0.0004 0.0% 0.9568
Close 0.9786 0.9796 0.0010 0.1% 0.9786
Range 0.0085 0.0059 -0.0026 -30.6% 0.0302
ATR 0.0089 0.0087 -0.0002 -2.4% 0.0000
Volume 39 26 -13 -33.3% 1,055
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9983 0.9948 0.9828
R3 0.9924 0.9889 0.9812
R2 0.9865 0.9865 0.9807
R1 0.9830 0.9830 0.9801 0.9818
PP 0.9806 0.9806 0.9806 0.9800
S1 0.9771 0.9771 0.9791 0.9759
S2 0.9747 0.9747 0.9785
S3 0.9688 0.9712 0.9780
S4 0.9629 0.9653 0.9764
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0647 1.0519 0.9952
R3 1.0345 1.0217 0.9869
R2 1.0043 1.0043 0.9841
R1 0.9915 0.9915 0.9814 0.9979
PP 0.9741 0.9741 0.9741 0.9774
S1 0.9613 0.9613 0.9758 0.9677
S2 0.9439 0.9439 0.9731
S3 0.9137 0.9311 0.9703
S4 0.8835 0.9009 0.9620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9870 0.9625 0.0245 2.5% 0.0083 0.8% 70% False False 80
10 0.9870 0.9484 0.0386 3.9% 0.0079 0.8% 81% False False 156
20 0.9880 0.9484 0.0396 4.0% 0.0062 0.6% 79% False False 119
40 1.0058 0.9484 0.0574 5.9% 0.0058 0.6% 54% False False 82
60 1.0160 0.9360 0.0800 8.2% 0.0056 0.6% 55% False False 80
80 1.0195 0.9360 0.0835 8.5% 0.0044 0.5% 52% False False 64
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0091
2.618 0.9994
1.618 0.9935
1.000 0.9899
0.618 0.9876
HIGH 0.9840
0.618 0.9817
0.500 0.9811
0.382 0.9804
LOW 0.9781
0.618 0.9745
1.000 0.9722
1.618 0.9686
2.618 0.9627
4.250 0.9530
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 0.9811 0.9826
PP 0.9806 0.9816
S1 0.9801 0.9806

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

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