CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 0.9650 0.9669 0.0019 0.2% 0.9725
High 0.9705 0.9760 0.0055 0.6% 0.9725
Low 0.9646 0.9669 0.0023 0.2% 0.9570
Close 0.9667 0.9696 0.0029 0.3% 0.9602
Range 0.0059 0.0091 0.0032 54.2% 0.0155
ATR 0.0087 0.0088 0.0000 0.5% 0.0000
Volume 80 80 0 0.0% 1,015
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9981 0.9930 0.9746
R3 0.9890 0.9839 0.9721
R2 0.9799 0.9799 0.9713
R1 0.9748 0.9748 0.9704 0.9774
PP 0.9708 0.9708 0.9708 0.9721
S1 0.9657 0.9657 0.9688 0.9683
S2 0.9617 0.9617 0.9679
S3 0.9526 0.9566 0.9671
S4 0.9435 0.9475 0.9646
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 0.9760 0.9575 0.0185 1.9% 0.0067 0.7% 65% True False 113
10 0.9905 0.9570 0.0335 3.5% 0.0076 0.8% 38% False False 162
20 0.9905 0.9484 0.0421 4.3% 0.0078 0.8% 50% False False 155
40 1.0058 0.9484 0.0574 5.9% 0.0068 0.7% 37% False False 106
60 1.0058 0.9360 0.0698 7.2% 0.0062 0.6% 48% False False 92
80 1.0195 0.9360 0.0835 8.6% 0.0055 0.6% 40% False False 83
100 1.0354 0.9360 0.0994 10.3% 0.0046 0.5% 34% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0147
2.618 0.9998
1.618 0.9907
1.000 0.9851
0.618 0.9816
HIGH 0.9760
0.618 0.9725
0.500 0.9715
0.382 0.9704
LOW 0.9669
0.618 0.9613
1.000 0.9578
1.618 0.9522
2.618 0.9431
4.250 0.9282
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 0.9715 0.9687
PP 0.9708 0.9677
S1 0.9702 0.9668

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

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