CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 1.0068 1.0112 0.0044 0.4% 1.0074
High 1.0122 1.0113 -0.0009 -0.1% 1.0100
Low 1.0050 1.0011 -0.0039 -0.4% 1.0030
Close 1.0115 1.0065 -0.0050 -0.5% 1.0066
Range 0.0072 0.0102 0.0030 41.7% 0.0070
ATR 0.0062 0.0065 0.0003 4.7% 0.0000
Volume 70,771 88,078 17,307 24.5% 203,634
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0369 1.0319 1.0121
R3 1.0267 1.0217 1.0093
R2 1.0165 1.0165 1.0084
R1 1.0115 1.0115 1.0074 1.0089
PP 1.0063 1.0063 1.0063 1.0050
S1 1.0013 1.0013 1.0056 0.9987
S2 0.9961 0.9961 1.0046
S3 0.9859 0.9911 1.0037
S4 0.9757 0.9809 1.0009
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0275 1.0241 1.0105
R3 1.0205 1.0171 1.0085
R2 1.0135 1.0135 1.0079
R1 1.0101 1.0101 1.0072 1.0083
PP 1.0065 1.0065 1.0065 1.0057
S1 1.0031 1.0031 1.0060 1.0013
S2 0.9995 0.9995 1.0053
S3 0.9925 0.9961 1.0047
S4 0.9855 0.9891 1.0028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 1.0011 0.0111 1.1% 0.0065 0.6% 49% False True 62,709
10 1.0122 0.9952 0.0170 1.7% 0.0064 0.6% 66% False False 38,887
20 1.0133 0.9926 0.0207 2.1% 0.0063 0.6% 67% False False 20,058
40 1.0133 0.9825 0.0308 3.1% 0.0060 0.6% 78% False False 10,138
60 1.0133 0.9664 0.0469 4.7% 0.0063 0.6% 86% False False 6,806
80 1.0133 0.9484 0.0649 6.4% 0.0066 0.7% 90% False False 5,143
100 1.0133 0.9484 0.0649 6.4% 0.0065 0.6% 90% False False 4,126
120 1.0133 0.9360 0.0773 7.7% 0.0062 0.6% 91% False False 3,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.0547
2.618 1.0380
1.618 1.0278
1.000 1.0215
0.618 1.0176
HIGH 1.0113
0.618 1.0074
0.500 1.0062
0.382 1.0050
LOW 1.0011
0.618 0.9948
1.000 0.9909
1.618 0.9846
2.618 0.9744
4.250 0.9578
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 1.0064 1.0067
PP 1.0063 1.0066
S1 1.0062 1.0066

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

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