CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 0.9842 0.9822 -0.0020 -0.2% 0.9721
High 0.9845 0.9913 0.0068 0.7% 0.9895
Low 0.9815 0.9822 0.0007 0.1% 0.9721
Close 0.9830 0.9888 0.0058 0.6% 0.9830
Range 0.0030 0.0091 0.0061 203.3% 0.0174
ATR 0.0076 0.0077 0.0001 1.5% 0.0000
Volume 142 34 -108 -76.1% 751
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0147 1.0109 0.9938
R3 1.0056 1.0018 0.9913
R2 0.9965 0.9965 0.9905
R1 0.9927 0.9927 0.9896 0.9946
PP 0.9874 0.9874 0.9874 0.9884
S1 0.9836 0.9836 0.9880 0.9855
S2 0.9783 0.9783 0.9871
S3 0.9692 0.9745 0.9863
S4 0.9601 0.9654 0.9838
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 0.9913 0.9721 0.0192 1.9% 0.0073 0.7% 87% True False 157
10 0.9913 0.9664 0.0249 2.5% 0.0075 0.8% 90% True False 153
20 0.9913 0.9664 0.0249 2.5% 0.0067 0.7% 90% True False 141
40 0.9913 0.9484 0.0429 4.3% 0.0072 0.7% 94% True False 148
60 1.0058 0.9484 0.0574 5.8% 0.0068 0.7% 70% False False 117
80 1.0058 0.9360 0.0698 7.1% 0.0063 0.6% 76% False False 104
100 1.0195 0.9360 0.0835 8.4% 0.0057 0.6% 63% False False 94
120 1.0354 0.9360 0.0994 10.1% 0.0050 0.5% 53% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0151
1.618 1.0060
1.000 1.0004
0.618 0.9969
HIGH 0.9913
0.618 0.9878
0.500 0.9868
0.382 0.9857
LOW 0.9822
0.618 0.9766
1.000 0.9731
1.618 0.9675
2.618 0.9584
4.250 0.9435
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 0.9881 0.9880
PP 0.9874 0.9872
S1 0.9868 0.9864

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

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