CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 0.9785 0.9815 0.0030 0.3% 0.9815
High 0.9825 0.9825 0.0000 0.0% 0.9890
Low 0.9764 0.9760 -0.0004 0.0% 0.9690
Close 0.9772 0.9781 0.0009 0.1% 0.9706
Range 0.0061 0.0065 0.0004 6.6% 0.0200
ATR 0.0079 0.0078 -0.0001 -1.2% 0.0000
Volume 140 134 -6 -4.3% 761
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9984 0.9947 0.9817
R3 0.9919 0.9882 0.9799
R2 0.9854 0.9854 0.9793
R1 0.9817 0.9817 0.9787 0.9803
PP 0.9789 0.9789 0.9789 0.9782
S1 0.9752 0.9752 0.9775 0.9738
S2 0.9724 0.9724 0.9769
S3 0.9659 0.9687 0.9763
S4 0.9594 0.9622 0.9745
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0362 1.0234 0.9816
R3 1.0162 1.0034 0.9761
R2 0.9962 0.9962 0.9743
R1 0.9834 0.9834 0.9724 0.9798
PP 0.9762 0.9762 0.9762 0.9744
S1 0.9634 0.9634 0.9688 0.9598
S2 0.9562 0.9562 0.9669
S3 0.9362 0.9434 0.9651
S4 0.9162 0.9234 0.9596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9825 0.9664 0.0161 1.6% 0.0080 0.8% 73% True False 169
10 0.9890 0.9664 0.0226 2.3% 0.0066 0.7% 52% False False 162
20 0.9890 0.9570 0.0320 3.3% 0.0064 0.7% 66% False False 137
40 0.9905 0.9484 0.0421 4.3% 0.0070 0.7% 71% False False 147
60 1.0058 0.9484 0.0574 5.9% 0.0065 0.7% 52% False False 110
80 1.0058 0.9360 0.0698 7.1% 0.0064 0.7% 60% False False 101
100 1.0195 0.9360 0.0835 8.5% 0.0053 0.5% 50% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0101
2.618 0.9995
1.618 0.9930
1.000 0.9890
0.618 0.9865
HIGH 0.9825
0.618 0.9800
0.500 0.9793
0.382 0.9785
LOW 0.9760
0.618 0.9720
1.000 0.9695
1.618 0.9655
2.618 0.9590
4.250 0.9484
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 0.9793 0.9779
PP 0.9789 0.9777
S1 0.9785 0.9775

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

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