CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 0.9815 0.9781 -0.0034 -0.3% 0.9686
High 0.9825 0.9781 -0.0044 -0.4% 0.9825
Low 0.9760 0.9695 -0.0065 -0.7% 0.9664
Close 0.9781 0.9736 -0.0045 -0.5% 0.9736
Range 0.0065 0.0086 0.0021 32.3% 0.0161
ATR 0.0078 0.0078 0.0001 0.8% 0.0000
Volume 134 62 -72 -53.7% 749
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9995 0.9952 0.9783
R3 0.9909 0.9866 0.9760
R2 0.9823 0.9823 0.9752
R1 0.9780 0.9780 0.9744 0.9759
PP 0.9737 0.9737 0.9737 0.9727
S1 0.9694 0.9694 0.9728 0.9673
S2 0.9651 0.9651 0.9720
S3 0.9565 0.9608 0.9712
S4 0.9479 0.9522 0.9689
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0225 1.0141 0.9825
R3 1.0064 0.9980 0.9780
R2 0.9903 0.9903 0.9766
R1 0.9819 0.9819 0.9751 0.9861
PP 0.9742 0.9742 0.9742 0.9763
S1 0.9658 0.9658 0.9721 0.9700
S2 0.9581 0.9581 0.9706
S3 0.9420 0.9497 0.9692
S4 0.9259 0.9336 0.9647
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 1.7% 0.0076 0.8% 45% False False 149
10 0.9890 0.9664 0.0226 2.3% 0.0069 0.7% 32% False False 156
20 0.9890 0.9575 0.0315 3.2% 0.0066 0.7% 51% False False 130
40 0.9905 0.9484 0.0421 4.3% 0.0071 0.7% 60% False False 149
60 1.0058 0.9484 0.0574 5.9% 0.0066 0.7% 44% False False 109
80 1.0058 0.9360 0.0698 7.2% 0.0065 0.7% 54% False False 102
100 1.0195 0.9360 0.0835 8.6% 0.0054 0.6% 45% False False 88
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0147
2.618 1.0006
1.618 0.9920
1.000 0.9867
0.618 0.9834
HIGH 0.9781
0.618 0.9748
0.500 0.9738
0.382 0.9728
LOW 0.9695
0.618 0.9642
1.000 0.9609
1.618 0.9556
2.618 0.9470
4.250 0.9330
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 0.9738 0.9760
PP 0.9737 0.9752
S1 0.9737 0.9744

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

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