CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 0.9946 1.0043 0.0097 1.0% 1.0010
High 1.0046 1.0060 0.0014 0.1% 1.0060
Low 0.9945 0.9986 0.0041 0.4% 0.9933
Close 1.0042 1.0003 -0.0039 -0.4% 1.0003
Range 0.0101 0.0074 -0.0027 -26.7% 0.0127
ATR 0.0071 0.0071 0.0000 0.3% 0.0000
Volume 100,276 84,713 -15,563 -15.5% 411,287
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0238 1.0195 1.0044
R3 1.0164 1.0121 1.0023
R2 1.0090 1.0090 1.0017
R1 1.0047 1.0047 1.0010 1.0032
PP 1.0016 1.0016 1.0016 1.0009
S1 0.9973 0.9973 0.9996 0.9958
S2 0.9942 0.9942 0.9989
S3 0.9868 0.9899 0.9983
S4 0.9794 0.9825 0.9962
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0380 1.0318 1.0073
R3 1.0253 1.0191 1.0038
R2 1.0126 1.0126 1.0026
R1 1.0064 1.0064 1.0015 1.0032
PP 0.9999 0.9999 0.9999 0.9982
S1 0.9937 0.9937 0.9991 0.9905
S2 0.9872 0.9872 0.9980
S3 0.9745 0.9810 0.9968
S4 0.9618 0.9683 0.9933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9933 0.0127 1.3% 0.0076 0.8% 55% True False 82,257
10 1.0097 0.9933 0.0164 1.6% 0.0073 0.7% 43% False False 84,354
20 1.0122 0.9933 0.0189 1.9% 0.0072 0.7% 37% False False 80,923
40 1.0133 0.9923 0.0210 2.1% 0.0067 0.7% 38% False False 45,066
60 1.0133 0.9815 0.0318 3.2% 0.0063 0.6% 59% False False 30,100
80 1.0133 0.9575 0.0558 5.6% 0.0065 0.6% 77% False False 22,610
100 1.0133 0.9484 0.0649 6.5% 0.0067 0.7% 80% False False 18,118
120 1.0133 0.9484 0.0649 6.5% 0.0065 0.6% 80% False False 15,108
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0375
2.618 1.0254
1.618 1.0180
1.000 1.0134
0.618 1.0106
HIGH 1.0060
0.618 1.0032
0.500 1.0023
0.382 1.0014
LOW 0.9986
0.618 0.9940
1.000 0.9912
1.618 0.9866
2.618 0.9792
4.250 0.9672
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 1.0023 1.0001
PP 1.0016 0.9999
S1 1.0010 0.9997

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

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