CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 0.9861 0.9735 -0.0126 -1.3% 0.9835
High 0.9905 0.9786 -0.0119 -1.2% 0.9905
Low 0.9737 0.9715 -0.0022 -0.2% 0.9715
Close 0.9763 0.9782 0.0019 0.2% 0.9782
Range 0.0168 0.0071 -0.0097 -57.7% 0.0190
ATR 0.0092 0.0091 -0.0002 -1.6% 0.0000
Volume 61 298 237 388.5% 456
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9974 0.9949 0.9821
R3 0.9903 0.9878 0.9802
R2 0.9832 0.9832 0.9795
R1 0.9807 0.9807 0.9789 0.9820
PP 0.9761 0.9761 0.9761 0.9767
S1 0.9736 0.9736 0.9775 0.9749
S2 0.9690 0.9690 0.9769
S3 0.9619 0.9665 0.9762
S4 0.9548 0.9594 0.9743
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0371 1.0266 0.9887
R3 1.0181 1.0076 0.9834
R2 0.9991 0.9991 0.9817
R1 0.9886 0.9886 0.9799 0.9844
PP 0.9801 0.9801 0.9801 0.9779
S1 0.9696 0.9696 0.9765 0.9654
S2 0.9611 0.9611 0.9747
S3 0.9421 0.9506 0.9730
S4 0.9231 0.9316 0.9678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9905 0.9715 0.0190 1.9% 0.0092 0.9% 35% False True 91
10 0.9905 0.9568 0.0337 3.4% 0.0091 0.9% 64% False False 151
20 0.9905 0.9484 0.0421 4.3% 0.0071 0.7% 71% False False 135
40 1.0058 0.9484 0.0574 5.9% 0.0065 0.7% 52% False False 85
60 1.0160 0.9360 0.0800 8.2% 0.0062 0.6% 53% False False 82
80 1.0195 0.9360 0.0835 8.5% 0.0049 0.5% 51% False False 69
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 True
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0088
2.618 0.9972
1.618 0.9901
1.000 0.9857
0.618 0.9830
HIGH 0.9786
0.618 0.9759
0.500 0.9751
0.382 0.9742
LOW 0.9715
0.618 0.9671
1.000 0.9644
1.618 0.9600
2.618 0.9529
4.250 0.9413
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 0.9772 0.9810
PP 0.9761 0.9801
S1 0.9751 0.9791

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

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