CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 0.9630 0.9625 -0.0005 -0.1% 0.9835
High 0.9630 0.9650 0.0020 0.2% 0.9905
Low 0.9570 0.9616 0.0046 0.5% 0.9715
Close 0.9581 0.9623 0.0042 0.4% 0.9782
Range 0.0060 0.0034 -0.0026 -43.3% 0.0190
ATR 0.0090 0.0089 -0.0002 -1.7% 0.0000
Volume 197 254 57 28.9% 456
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9732 0.9711 0.9642
R3 0.9698 0.9677 0.9632
R2 0.9664 0.9664 0.9629
R1 0.9643 0.9643 0.9626 0.9637
PP 0.9630 0.9630 0.9630 0.9626
S1 0.9609 0.9609 0.9620 0.9603
S2 0.9596 0.9596 0.9617
S3 0.9562 0.9575 0.9614
S4 0.9528 0.9541 0.9604
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 0.9786 0.9570 0.0216 2.2% 0.0058 0.6% 25% False False 250
10 0.9905 0.9570 0.0335 3.5% 0.0076 0.8% 16% False False 144
20 0.9905 0.9484 0.0421 4.4% 0.0075 0.8% 33% False False 170
40 1.0058 0.9484 0.0574 6.0% 0.0065 0.7% 24% False False 104
60 1.0058 0.9360 0.0698 7.3% 0.0063 0.7% 38% False False 97
80 1.0195 0.9360 0.0835 8.7% 0.0051 0.5% 31% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9795
2.618 0.9739
1.618 0.9705
1.000 0.9684
0.618 0.9671
HIGH 0.9650
0.618 0.9637
0.500 0.9633
0.382 0.9629
LOW 0.9616
0.618 0.9595
1.000 0.9582
1.618 0.9561
2.618 0.9527
4.250 0.9472
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 0.9633 0.9648
PP 0.9630 0.9639
S1 0.9626 0.9631

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

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