CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 0.9760 0.9790 0.0030 0.3% 0.9575
High 0.9790 0.9840 0.0050 0.5% 0.9789
Low 0.9760 0.9725 -0.0035 -0.4% 0.9575
Close 0.9789 0.9734 -0.0055 -0.6% 0.9788
Range 0.0030 0.0115 0.0085 283.3% 0.0214
ATR 0.0079 0.0081 0.0003 3.3% 0.0000
Volume 38 25 -13 -34.2% 549
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0111 1.0038 0.9797
R3 0.9996 0.9923 0.9766
R2 0.9881 0.9881 0.9755
R1 0.9808 0.9808 0.9745 0.9787
PP 0.9766 0.9766 0.9766 0.9756
S1 0.9693 0.9693 0.9723 0.9672
S2 0.9651 0.9651 0.9713
S3 0.9536 0.9578 0.9702
S4 0.9421 0.9463 0.9671
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0359 1.0288 0.9906
R3 1.0145 1.0074 0.9847
R2 0.9931 0.9931 0.9827
R1 0.9860 0.9860 0.9808 0.9896
PP 0.9717 0.9717 0.9717 0.9735
S1 0.9646 0.9646 0.9768 0.9682
S2 0.9503 0.9503 0.9749
S3 0.9289 0.9432 0.9729
S4 0.9075 0.9218 0.9670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9840 0.9669 0.0171 1.8% 0.0064 0.7% 38% True False 87
10 0.9840 0.9570 0.0270 2.8% 0.0062 0.6% 61% True False 112
20 0.9905 0.9570 0.0335 3.4% 0.0076 0.8% 49% False False 120
40 0.9950 0.9484 0.0466 4.8% 0.0067 0.7% 54% False False 112
60 1.0058 0.9360 0.0698 7.2% 0.0062 0.6% 54% False False 94
80 1.0160 0.9360 0.0800 8.2% 0.0057 0.6% 47% False False 87
100 1.0195 0.9360 0.0835 8.6% 0.0047 0.5% 45% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0329
2.618 1.0141
1.618 1.0026
1.000 0.9955
0.618 0.9911
HIGH 0.9840
0.618 0.9796
0.500 0.9783
0.382 0.9769
LOW 0.9725
0.618 0.9654
1.000 0.9610
1.618 0.9539
2.618 0.9424
4.250 0.9236
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 0.9783 0.9783
PP 0.9766 0.9766
S1 0.9750 0.9750

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

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