CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 0.9801 0.9900 0.0099 1.0% 0.9588
High 0.9877 0.9900 0.0023 0.2% 0.9870
Low 0.9780 0.9835 0.0055 0.6% 0.9568
Close 0.9877 0.9856 -0.0021 -0.2% 0.9786
Range 0.0097 0.0065 -0.0032 -33.0% 0.0302
ATR 0.0088 0.0086 -0.0002 -1.9% 0.0000
Volume 12 59 47 391.7% 1,055
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0059 1.0022 0.9892
R3 0.9994 0.9957 0.9874
R2 0.9929 0.9929 0.9868
R1 0.9892 0.9892 0.9862 0.9878
PP 0.9864 0.9864 0.9864 0.9857
S1 0.9827 0.9827 0.9850 0.9813
S2 0.9799 0.9799 0.9844
S3 0.9734 0.9762 0.9838
S4 0.9669 0.9697 0.9820
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 0.9900 0.9780 0.0120 1.2% 0.0068 0.7% 63% True False 57
10 0.9900 0.9484 0.0416 4.2% 0.0079 0.8% 89% True False 147
20 0.9900 0.9484 0.0416 4.2% 0.0064 0.7% 89% True False 119
40 1.0058 0.9484 0.0574 5.8% 0.0062 0.6% 65% False False 83
60 1.0160 0.9360 0.0800 8.1% 0.0058 0.6% 62% False False 77
80 1.0195 0.9360 0.0835 8.5% 0.0046 0.5% 59% 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 True
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0176
2.618 1.0070
1.618 1.0005
1.000 0.9965
0.618 0.9940
HIGH 0.9900
0.618 0.9875
0.500 0.9868
0.382 0.9860
LOW 0.9835
0.618 0.9795
1.000 0.9770
1.618 0.9730
2.618 0.9665
4.250 0.9559
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 0.9868 0.9851
PP 0.9864 0.9845
S1 0.9860 0.9840

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

View Archives - Comment on this page... - Back to Index of Symbols