CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1.0008 0.9968 -0.0040 -0.4% 0.9970
High 1.0019 1.0020 0.0001 0.0% 1.0039
Low 0.9960 0.9968 0.0008 0.1% 0.9923
Close 0.9980 0.9985 0.0005 0.1% 1.0014
Range 0.0059 0.0052 -0.0007 -11.9% 0.0116
ATR 0.0065 0.0064 -0.0001 -1.4% 0.0000
Volume 538 648 110 20.4% 1,291
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0147 1.0118 1.0014
R3 1.0095 1.0066 0.9999
R2 1.0043 1.0043 0.9995
R1 1.0014 1.0014 0.9990 1.0029
PP 0.9991 0.9991 0.9991 0.9998
S1 0.9962 0.9962 0.9980 0.9977
S2 0.9939 0.9939 0.9975
S3 0.9887 0.9910 0.9971
S4 0.9835 0.9858 0.9956
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0340 1.0293 1.0078
R3 1.0224 1.0177 1.0046
R2 1.0108 1.0108 1.0035
R1 1.0061 1.0061 1.0025 1.0085
PP 0.9992 0.9992 0.9992 1.0004
S1 0.9945 0.9945 1.0003 0.9969
S2 0.9876 0.9876 0.9993
S3 0.9760 0.9829 0.9982
S4 0.9644 0.9713 0.9950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0065 0.9923 0.0142 1.4% 0.0064 0.6% 44% False False 494
10 1.0065 0.9923 0.0142 1.4% 0.0057 0.6% 44% False False 345
20 1.0065 0.9900 0.0165 1.7% 0.0055 0.5% 52% False False 260
40 1.0065 0.9664 0.0401 4.0% 0.0063 0.6% 80% False False 202
60 1.0065 0.9568 0.0497 5.0% 0.0067 0.7% 84% False False 186
80 1.0065 0.9484 0.0581 5.8% 0.0064 0.6% 86% False False 157
100 1.0065 0.9360 0.0705 7.1% 0.0062 0.6% 89% False False 138
120 1.0195 0.9360 0.0835 8.4% 0.0058 0.6% 75% False False 125
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0241
2.618 1.0156
1.618 1.0104
1.000 1.0072
0.618 1.0052
HIGH 1.0020
0.618 1.0000
0.500 0.9994
0.382 0.9988
LOW 0.9968
0.618 0.9936
1.000 0.9916
1.618 0.9884
2.618 0.9832
4.250 0.9747
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 0.9994 1.0013
PP 0.9991 1.0003
S1 0.9988 0.9994

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

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