CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.0075 1.0031 -0.0044 -0.4% 0.9973
High 1.0095 1.0039 -0.0056 -0.6% 1.0133
Low 1.0018 0.9949 -0.0069 -0.7% 0.9926
Close 1.0039 0.9952 -0.0087 -0.9% 1.0095
Range 0.0077 0.0090 0.0013 16.9% 0.0207
ATR 0.0064 0.0066 0.0002 2.9% 0.0000
Volume 1,973 3,912 1,939 98.3% 4,566
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0250 1.0191 1.0002
R3 1.0160 1.0101 0.9977
R2 1.0070 1.0070 0.9969
R1 1.0011 1.0011 0.9960 0.9996
PP 0.9980 0.9980 0.9980 0.9972
S1 0.9921 0.9921 0.9944 0.9906
S2 0.9890 0.9890 0.9936
S3 0.9800 0.9831 0.9927
S4 0.9710 0.9741 0.9903
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0672 1.0591 1.0209
R3 1.0465 1.0384 1.0152
R2 1.0258 1.0258 1.0133
R1 1.0177 1.0177 1.0114 1.0218
PP 1.0051 1.0051 1.0051 1.0072
S1 0.9970 0.9970 1.0076 1.0011
S2 0.9844 0.9844 1.0057
S3 0.9637 0.9763 1.0038
S4 0.9430 0.9556 0.9981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0133 0.9949 0.0184 1.8% 0.0073 0.7% 2% False True 1,833
10 1.0133 0.9926 0.0207 2.1% 0.0062 0.6% 13% False False 1,229
20 1.0133 0.9923 0.0210 2.1% 0.0059 0.6% 14% False False 740
40 1.0133 0.9664 0.0469 4.7% 0.0063 0.6% 61% False False 455
60 1.0133 0.9570 0.0563 5.7% 0.0065 0.6% 68% False False 352
80 1.0133 0.9484 0.0649 6.5% 0.0064 0.6% 72% False False 294
100 1.0133 0.9484 0.0649 6.5% 0.0064 0.6% 72% False False 244
120 1.0160 0.9360 0.0800 8.0% 0.0061 0.6% 74% False False 214
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0422
2.618 1.0275
1.618 1.0185
1.000 1.0129
0.618 1.0095
HIGH 1.0039
0.618 1.0005
0.500 0.9994
0.382 0.9983
LOW 0.9949
0.618 0.9893
1.000 0.9859
1.618 0.9803
2.618 0.9713
4.250 0.9567
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 0.9994 1.0038
PP 0.9980 1.0009
S1 0.9966 0.9981

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

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