CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 0.9725 0.9630 -0.0095 -1.0% 0.9835
High 0.9725 0.9630 -0.0095 -1.0% 0.9905
Low 0.9635 0.9570 -0.0065 -0.7% 0.9715
Close 0.9655 0.9581 -0.0074 -0.8% 0.9782
Range 0.0090 0.0060 -0.0030 -33.3% 0.0190
ATR 0.0091 0.0090 0.0000 -0.4% 0.0000
Volume 247 197 -50 -20.2% 456
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9774 0.9737 0.9614
R3 0.9714 0.9677 0.9598
R2 0.9654 0.9654 0.9592
R1 0.9617 0.9617 0.9587 0.9606
PP 0.9594 0.9594 0.9594 0.9588
S1 0.9557 0.9557 0.9576 0.9546
S2 0.9534 0.9534 0.9570
S3 0.9474 0.9497 0.9565
S4 0.9414 0.9437 0.9548
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 0.9570 0.0335 3.5% 0.0085 0.9% 3% False True 211
10 0.9905 0.9570 0.0335 3.5% 0.0077 0.8% 3% False True 134
20 0.9905 0.9484 0.0421 4.4% 0.0077 0.8% 23% False False 167
40 1.0058 0.9484 0.0574 6.0% 0.0067 0.7% 17% False False 99
60 1.0058 0.9360 0.0698 7.3% 0.0065 0.7% 32% False False 93
80 1.0195 0.9360 0.0835 8.7% 0.0051 0.5% 26% False False 77
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9787
1.618 0.9727
1.000 0.9690
0.618 0.9667
HIGH 0.9630
0.618 0.9607
0.500 0.9600
0.382 0.9593
LOW 0.9570
0.618 0.9533
1.000 0.9510
1.618 0.9473
2.618 0.9413
4.250 0.9315
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 0.9600 0.9648
PP 0.9594 0.9625
S1 0.9587 0.9603

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

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