CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 0.9815 0.9835 0.0020 0.2% 0.9760
High 0.9890 0.9842 -0.0048 -0.5% 0.9840
Low 0.9815 0.9815 0.0000 0.0% 0.9706
Close 0.9866 0.9836 -0.0030 -0.3% 0.9804
Range 0.0075 0.0027 -0.0048 -64.0% 0.0134
ATR 0.0079 0.0077 -0.0002 -2.5% 0.0000
Volume 122 365 243 199.2% 239
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9912 0.9901 0.9851
R3 0.9885 0.9874 0.9843
R2 0.9858 0.9858 0.9841
R1 0.9847 0.9847 0.9838 0.9853
PP 0.9831 0.9831 0.9831 0.9834
S1 0.9820 0.9820 0.9834 0.9826
S2 0.9804 0.9804 0.9831
S3 0.9777 0.9793 0.9829
S4 0.9750 0.9766 0.9821
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0185 1.0129 0.9878
R3 1.0051 0.9995 0.9841
R2 0.9917 0.9917 0.9829
R1 0.9861 0.9861 0.9816 0.9889
PP 0.9783 0.9783 0.9783 0.9798
S1 0.9727 0.9727 0.9792 0.9755
S2 0.9649 0.9649 0.9779
S3 0.9515 0.9593 0.9767
S4 0.9381 0.9459 0.9730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9890 0.9706 0.0184 1.9% 0.0065 0.7% 71% False False 137
10 0.9890 0.9646 0.0244 2.5% 0.0059 0.6% 78% False False 118
20 0.9905 0.9570 0.0335 3.4% 0.0068 0.7% 79% False False 136
40 0.9905 0.9484 0.0421 4.3% 0.0065 0.7% 84% False False 127
60 1.0058 0.9484 0.0574 5.8% 0.0061 0.6% 61% False False 100
80 1.0160 0.9360 0.0800 8.1% 0.0059 0.6% 60% False False 94
100 1.0195 0.9360 0.0835 8.5% 0.0049 0.5% 57% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9957
2.618 0.9913
1.618 0.9886
1.000 0.9869
0.618 0.9859
HIGH 0.9842
0.618 0.9832
0.500 0.9829
0.382 0.9825
LOW 0.9815
0.618 0.9798
1.000 0.9788
1.618 0.9771
2.618 0.9744
4.250 0.9700
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 0.9834 0.9833
PP 0.9831 0.9831
S1 0.9829 0.9828

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

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