CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 0.9781 0.9721 -0.0060 -0.6% 0.9686
High 0.9781 0.9852 0.0071 0.7% 0.9825
Low 0.9695 0.9721 0.0026 0.3% 0.9664
Close 0.9736 0.9810 0.0074 0.8% 0.9736
Range 0.0086 0.0131 0.0045 52.3% 0.0161
ATR 0.0078 0.0082 0.0004 4.8% 0.0000
Volume 62 230 168 271.0% 749
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0187 1.0130 0.9882
R3 1.0056 0.9999 0.9846
R2 0.9925 0.9925 0.9834
R1 0.9868 0.9868 0.9822 0.9897
PP 0.9794 0.9794 0.9794 0.9809
S1 0.9737 0.9737 0.9798 0.9766
S2 0.9663 0.9663 0.9786
S3 0.9532 0.9606 0.9774
S4 0.9401 0.9475 0.9738
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 0.9852 0.9695 0.0157 1.6% 0.0086 0.9% 73% True False 167
10 0.9890 0.9664 0.0226 2.3% 0.0078 0.8% 65% False False 174
20 0.9890 0.9575 0.0315 3.2% 0.0071 0.7% 75% False False 129
40 0.9905 0.9484 0.0421 4.3% 0.0073 0.7% 77% False False 150
60 1.0058 0.9484 0.0574 5.9% 0.0067 0.7% 57% False False 112
80 1.0058 0.9360 0.0698 7.1% 0.0065 0.7% 64% False False 105
100 1.0195 0.9360 0.0835 8.5% 0.0055 0.6% 54% False False 90
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 0.0006
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0409
2.618 1.0195
1.618 1.0064
1.000 0.9983
0.618 0.9933
HIGH 0.9852
0.618 0.9802
0.500 0.9787
0.382 0.9771
LOW 0.9721
0.618 0.9640
1.000 0.9590
1.618 0.9509
2.618 0.9378
4.250 0.9164
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 0.9802 0.9798
PP 0.9794 0.9786
S1 0.9787 0.9774

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

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