CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1.0024 1.0010 -0.0014 -0.1% 1.0020
High 1.0079 1.0041 -0.0038 -0.4% 1.0097
Low 0.9986 0.9982 -0.0004 0.0% 0.9986
Close 1.0047 1.0024 -0.0023 -0.2% 1.0047
Range 0.0093 0.0059 -0.0034 -36.6% 0.0111
ATR 0.0068 0.0068 0.0000 -0.3% 0.0000
Volume 99,117 46,579 -52,538 -53.0% 357,622
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0193 1.0167 1.0056
R3 1.0134 1.0108 1.0040
R2 1.0075 1.0075 1.0035
R1 1.0049 1.0049 1.0029 1.0062
PP 1.0016 1.0016 1.0016 1.0022
S1 0.9990 0.9990 1.0019 1.0003
S2 0.9957 0.9957 1.0013
S3 0.9898 0.9931 1.0008
S4 0.9839 0.9872 0.9992
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0376 1.0323 1.0108
R3 1.0265 1.0212 1.0078
R2 1.0154 1.0154 1.0067
R1 1.0101 1.0101 1.0057 1.0128
PP 1.0043 1.0043 1.0043 1.0057
S1 0.9990 0.9990 1.0037 1.0017
S2 0.9932 0.9932 1.0027
S3 0.9821 0.9879 1.0016
S4 0.9710 0.9768 0.9986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9982 0.0115 1.1% 0.0073 0.7% 37% False True 80,840
10 1.0097 0.9963 0.0134 1.3% 0.0067 0.7% 46% False False 78,508
20 1.0122 0.9946 0.0176 1.8% 0.0066 0.7% 44% False False 69,899
40 1.0133 0.9923 0.0210 2.1% 0.0064 0.6% 48% False False 35,968
60 1.0133 0.9695 0.0438 4.4% 0.0064 0.6% 75% False False 24,033
80 1.0133 0.9570 0.0563 5.6% 0.0064 0.6% 81% False False 18,061
100 1.0133 0.9484 0.0649 6.5% 0.0066 0.7% 83% False False 14,478
120 1.0133 0.9484 0.0649 6.5% 0.0065 0.6% 83% False False 12,070
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0292
2.618 1.0195
1.618 1.0136
1.000 1.0100
0.618 1.0077
HIGH 1.0041
0.618 1.0018
0.500 1.0012
0.382 1.0005
LOW 0.9982
0.618 0.9946
1.000 0.9923
1.618 0.9887
2.618 0.9828
4.250 0.9731
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1.0020 1.0031
PP 1.0016 1.0028
S1 1.0012 1.0026

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

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