CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	0.9575	0.9650	0.0075	0.8%	0.9725
High	0.9635	0.9705	0.0070	0.7%	0.9725
Low	0.9575	0.9646	0.0071	0.7%	0.9570
Close	0.9611	0.9667	0.0056	0.6%	0.9602
Range	0.0060	0.0059	-0.0001	-1.7%	0.0155
ATR	0.0087	0.0087	0.0001	0.6%	0.0000
Volume	93	80	-13	-14.0%	1,015

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9850	0.9817	0.9699
R3	0.9791	0.9758	0.9683
R2	0.9732	0.9732	0.9678
R1	0.9699	0.9699	0.9672	0.9716
PP	0.9673	0.9673	0.9673	0.9681
S1	0.9640	0.9640	0.9662	0.9657
S2	0.9614	0.9614	0.9656
S3	0.9555	0.9581	0.9651
S4	0.9496	0.9522	0.9635

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0097	1.0005	0.9687
R3	0.9942	0.9850	0.9645
R2	0.9787	0.9787	0.9630
R1	0.9695	0.9695	0.9616	0.9664
PP	0.9632	0.9632	0.9632	0.9617
S1	0.9540	0.9540	0.9588	0.9509
S2	0.9477	0.9477	0.9574
S3	0.9322	0.9385	0.9559
S4	0.9167	0.9230	0.9517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9705	0.9570	0.0135	1.4%	0.0061	0.6%	72%	True	False	137
10	0.9905	0.9570	0.0335	3.5%	0.0073	0.8%	29%	False	False	160
20	0.9905	0.9484	0.0421	4.4%	0.0075	0.8%	43%	False	False	159
40	1.0058	0.9484	0.0574	5.9%	0.0067	0.7%	32%	False	False	105
60	1.0058	0.9360	0.0698	7.2%	0.0062	0.6%	44%	False	False	92
80	1.0195	0.9360	0.0835	8.6%	0.0054	0.6%	37%	False	False	82
100	1.0374	0.9360	0.1014	10.5%	0.0045	0.5%	30%	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	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9956
2.618	0.9859
1.618	0.9800
1.000	0.9764
0.618	0.9741
HIGH	0.9705
0.618	0.9682
0.500	0.9676
0.382	0.9669
LOW	0.9646
0.618	0.9610
1.000	0.9587
1.618	0.9551
2.618	0.9492
4.250	0.9395

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	0.9676	0.9658
PP	0.9673	0.9649
S1	0.9670	0.9640

Download as Excel Spreadsheet

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

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