CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 0.9997 1.0020 0.0023 0.2% 0.9940
High 1.0028 1.0031 0.0003 0.0% 1.0042
Low 0.9975 0.9986 0.0011 0.1% 0.9900
Close 1.0015 1.0010 -0.0005 0.0% 1.0036
Range 0.0053 0.0045 -0.0008 -15.1% 0.0142
ATR 0.0069 0.0067 -0.0002 -2.5% 0.0000
Volume 116 136 20 17.2% 471
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0144 1.0122 1.0035
R3 1.0099 1.0077 1.0022
R2 1.0054 1.0054 1.0018
R1 1.0032 1.0032 1.0014 1.0021
PP 1.0009 1.0009 1.0009 1.0003
S1 0.9987 0.9987 1.0006 0.9976
S2 0.9964 0.9964 1.0002
S3 0.9919 0.9942 0.9998
S4 0.9874 0.9897 0.9985
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0419 1.0369 1.0114
R3 1.0277 1.0227 1.0075
R2 1.0135 1.0135 1.0062
R1 1.0085 1.0085 1.0049 1.0110
PP 0.9993 0.9993 0.9993 1.0005
S1 0.9943 0.9943 1.0023 0.9968
S2 0.9851 0.9851 1.0010
S3 0.9709 0.9801 0.9997
S4 0.9567 0.9659 0.9958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0042 0.9941 0.0101 1.0% 0.0055 0.6% 68% False False 139
10 1.0042 0.9900 0.0142 1.4% 0.0052 0.5% 77% False False 175
20 1.0042 0.9695 0.0347 3.5% 0.0063 0.6% 91% False False 161
40 1.0042 0.9570 0.0472 4.7% 0.0064 0.6% 93% False False 155
60 1.0042 0.9484 0.0558 5.6% 0.0066 0.7% 94% False False 148
80 1.0058 0.9484 0.0574 5.7% 0.0065 0.6% 92% False False 120
100 1.0160 0.9360 0.0800 8.0% 0.0063 0.6% 81% False False 111
120 1.0195 0.9360 0.0835 8.3% 0.0054 0.5% 78% False False 97
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0222
2.618 1.0149
1.618 1.0104
1.000 1.0076
0.618 1.0059
HIGH 1.0031
0.618 1.0014
0.500 1.0009
0.382 1.0003
LOW 0.9986
0.618 0.9958
1.000 0.9941
1.618 0.9913
2.618 0.9868
4.250 0.9795
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1.0010 1.0008
PP 1.0009 1.0005
S1 1.0009 1.0003

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

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