CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 1.0010 1.0014 0.0004 0.0% 1.0020
High 1.0041 1.0035 -0.0006 -0.1% 1.0097
Low 0.9982 0.9935 -0.0047 -0.5% 0.9986
Close 1.0024 0.9947 -0.0077 -0.8% 1.0047
Range 0.0059 0.0100 0.0041 69.5% 0.0111
ATR 0.0068 0.0070 0.0002 3.4% 0.0000
Volume 46,579 100,798 54,219 116.4% 357,622
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0272 1.0210 1.0002
R3 1.0172 1.0110 0.9975
R2 1.0072 1.0072 0.9965
R1 1.0010 1.0010 0.9956 0.9991
PP 0.9972 0.9972 0.9972 0.9963
S1 0.9910 0.9910 0.9938 0.9891
S2 0.9872 0.9872 0.9929
S3 0.9772 0.9810 0.9920
S4 0.9672 0.9710 0.9892
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 0.9935 0.0162 1.6% 0.0072 0.7% 7% False True 84,153
10 1.0097 0.9935 0.0162 1.6% 0.0068 0.7% 7% False True 80,863
20 1.0122 0.9935 0.0187 1.9% 0.0069 0.7% 6% False True 74,196
40 1.0133 0.9923 0.0210 2.1% 0.0065 0.7% 11% False False 38,487
60 1.0133 0.9695 0.0438 4.4% 0.0064 0.6% 58% False False 25,711
80 1.0133 0.9570 0.0563 5.7% 0.0064 0.6% 67% False False 19,317
100 1.0133 0.9484 0.0649 6.5% 0.0066 0.7% 71% False False 15,486
120 1.0133 0.9484 0.0649 6.5% 0.0065 0.7% 71% False False 12,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0460
2.618 1.0297
1.618 1.0197
1.000 1.0135
0.618 1.0097
HIGH 1.0035
0.618 0.9997
0.500 0.9985
0.382 0.9973
LOW 0.9935
0.618 0.9873
1.000 0.9835
1.618 0.9773
2.618 0.9673
4.250 0.9510
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 0.9985 1.0007
PP 0.9972 0.9987
S1 0.9960 0.9967

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

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