CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.0075 1.0076 0.0001 0.0% 0.9995
High 1.0097 1.0077 -0.0020 -0.2% 1.0083
Low 1.0055 1.0011 -0.0044 -0.4% 0.9963
Close 1.0063 1.0020 -0.0043 -0.4% 1.0010
Range 0.0042 0.0066 0.0024 57.1% 0.0120
ATR 0.0066 0.0066 0.0000 0.0% 0.0000
Volume 85,810 88,461 2,651 3.1% 380,880
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0234 1.0193 1.0056
R3 1.0168 1.0127 1.0038
R2 1.0102 1.0102 1.0032
R1 1.0061 1.0061 1.0026 1.0049
PP 1.0036 1.0036 1.0036 1.0030
S1 0.9995 0.9995 1.0014 0.9983
S2 0.9970 0.9970 1.0008
S3 0.9904 0.9929 1.0002
S4 0.9838 0.9863 0.9984
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0379 1.0314 1.0076
R3 1.0259 1.0194 1.0043
R2 1.0139 1.0139 1.0032
R1 1.0074 1.0074 1.0021 1.0107
PP 1.0019 1.0019 1.0019 1.0035
S1 0.9954 0.9954 0.9999 0.9987
S2 0.9899 0.9899 0.9988
S3 0.9779 0.9834 0.9977
S4 0.9659 0.9714 0.9944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9963 0.0134 1.3% 0.0063 0.6% 43% False False 84,630
10 1.0097 0.9946 0.0151 1.5% 0.0068 0.7% 49% False False 82,527
20 1.0122 0.9946 0.0176 1.8% 0.0067 0.7% 42% False False 63,658
40 1.0133 0.9923 0.0210 2.1% 0.0063 0.6% 46% False False 32,334
60 1.0133 0.9695 0.0438 4.4% 0.0064 0.6% 74% False False 21,612
80 1.0133 0.9570 0.0563 5.6% 0.0064 0.6% 80% False False 16,246
100 1.0133 0.9484 0.0649 6.5% 0.0065 0.6% 83% False False 13,021
120 1.0133 0.9484 0.0649 6.5% 0.0064 0.6% 83% False False 10,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0358
2.618 1.0250
1.618 1.0184
1.000 1.0143
0.618 1.0118
HIGH 1.0077
0.618 1.0052
0.500 1.0044
0.382 1.0036
LOW 1.0011
0.618 0.9970
1.000 0.9945
1.618 0.9904
2.618 0.9838
4.250 0.9731
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1.0044 1.0045
PP 1.0036 1.0037
S1 1.0028 1.0028

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

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