CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 0.9860 0.9842 -0.0018 -0.2% 0.9721
High 0.9895 0.9845 -0.0050 -0.5% 0.9895
Low 0.9845 0.9815 -0.0030 -0.3% 0.9721
Close 0.9852 0.9830 -0.0022 -0.2% 0.9830
Range 0.0050 0.0030 -0.0020 -40.0% 0.0174
ATR 0.0079 0.0076 -0.0003 -3.8% 0.0000
Volume 91 142 51 56.0% 751
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9920 0.9905 0.9847
R3 0.9890 0.9875 0.9838
R2 0.9860 0.9860 0.9836
R1 0.9845 0.9845 0.9833 0.9838
PP 0.9830 0.9830 0.9830 0.9826
S1 0.9815 0.9815 0.9827 0.9808
S2 0.9800 0.9800 0.9825
S3 0.9770 0.9785 0.9822
S4 0.9740 0.9755 0.9814
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0337 1.0258 0.9926
R3 1.0163 1.0084 0.9878
R2 0.9989 0.9989 0.9862
R1 0.9910 0.9910 0.9846 0.9950
PP 0.9815 0.9815 0.9815 0.9835
S1 0.9736 0.9736 0.9814 0.9776
S2 0.9641 0.9641 0.9798
S3 0.9467 0.9562 0.9782
S4 0.9293 0.9388 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9895 0.9695 0.0200 2.0% 0.0072 0.7% 68% False False 162
10 0.9895 0.9664 0.0231 2.3% 0.0076 0.8% 72% False False 166
20 0.9895 0.9664 0.0231 2.3% 0.0067 0.7% 72% False False 143
40 0.9905 0.9484 0.0421 4.3% 0.0071 0.7% 82% False False 151
60 1.0058 0.9484 0.0574 5.8% 0.0067 0.7% 60% False False 118
80 1.0058 0.9360 0.0698 7.1% 0.0063 0.6% 67% False False 105
100 1.0195 0.9360 0.0835 8.5% 0.0056 0.6% 56% False False 94
120 1.0374 0.9360 0.1014 10.3% 0.0049 0.5% 46% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9924
1.618 0.9894
1.000 0.9875
0.618 0.9864
HIGH 0.9845
0.618 0.9834
0.500 0.9830
0.382 0.9826
LOW 0.9815
0.618 0.9796
1.000 0.9785
1.618 0.9766
2.618 0.9736
4.250 0.9688
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 0.9830 0.9845
PP 0.9830 0.9840
S1 0.9830 0.9835

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

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