CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 0.9725 0.9725 0.0000 0.0% 0.9835
High 0.9725 0.9725 0.0000 0.0% 0.9905
Low 0.9690 0.9635 -0.0055 -0.6% 0.9715
Close 0.9707 0.9655 -0.0052 -0.5% 0.9782
Range 0.0035 0.0090 0.0055 157.1% 0.0190
ATR 0.0091 0.0091 0.0000 -0.1% 0.0000
Volume 255 247 -8 -3.1% 456
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9942 0.9888 0.9705
R3 0.9852 0.9798 0.9680
R2 0.9762 0.9762 0.9672
R1 0.9708 0.9708 0.9663 0.9690
PP 0.9672 0.9672 0.9672 0.9663
S1 0.9618 0.9618 0.9647 0.9600
S2 0.9582 0.9582 0.9639
S3 0.9492 0.9528 0.9630
S4 0.9402 0.9438 0.9606
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 0.9635 0.0270 2.8% 0.0086 0.9% 7% False True 184
10 0.9905 0.9625 0.0280 2.9% 0.0090 0.9% 11% False False 128
20 0.9905 0.9484 0.0421 4.4% 0.0075 0.8% 41% False False 158
40 1.0058 0.9484 0.0574 5.9% 0.0066 0.7% 30% False False 96
60 1.0058 0.9360 0.0698 7.2% 0.0064 0.7% 42% False False 90
80 1.0195 0.9360 0.0835 8.6% 0.0050 0.5% 35% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0108
2.618 0.9961
1.618 0.9871
1.000 0.9815
0.618 0.9781
HIGH 0.9725
0.618 0.9691
0.500 0.9680
0.382 0.9669
LOW 0.9635
0.618 0.9579
1.000 0.9545
1.618 0.9489
2.618 0.9399
4.250 0.9253
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 0.9680 0.9711
PP 0.9672 0.9692
S1 0.9663 0.9674

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

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