CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 0.9990 0.9989 -0.0001 0.0% 1.0010
High 1.0013 1.0125 0.0112 1.1% 1.0060
Low 0.9954 0.9976 0.0022 0.2% 0.9933
Close 0.9992 1.0092 0.0100 1.0% 1.0003
Range 0.0059 0.0149 0.0090 152.5% 0.0127
ATR 0.0070 0.0076 0.0006 8.1% 0.0000
Volume 86,448 131,730 45,282 52.4% 411,287
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0511 1.0451 1.0174
R3 1.0362 1.0302 1.0133
R2 1.0213 1.0213 1.0119
R1 1.0153 1.0153 1.0106 1.0183
PP 1.0064 1.0064 1.0064 1.0080
S1 1.0004 1.0004 1.0078 1.0034
S2 0.9915 0.9915 1.0065
S3 0.9766 0.9855 1.0051
S4 0.9617 0.9706 1.0010
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 1.0125 0.9933 0.0192 1.9% 0.0085 0.8% 83% True False 96,417
10 1.0125 0.9933 0.0192 1.9% 0.0079 0.8% 83% True False 90,285
20 1.0125 0.9933 0.0192 1.9% 0.0076 0.8% 83% True False 85,323
40 1.0133 0.9926 0.0207 2.1% 0.0069 0.7% 80% False False 50,506
60 1.0133 0.9822 0.0311 3.1% 0.0065 0.6% 87% False False 33,732
80 1.0133 0.9664 0.0469 4.6% 0.0066 0.7% 91% False False 25,335
100 1.0133 0.9484 0.0649 6.4% 0.0068 0.7% 94% False False 20,300
120 1.0133 0.9484 0.0649 6.4% 0.0066 0.7% 94% False False 16,925
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 False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 1.0758
2.618 1.0515
1.618 1.0366
1.000 1.0274
0.618 1.0217
HIGH 1.0125
0.618 1.0068
0.500 1.0051
0.382 1.0033
LOW 0.9976
0.618 0.9884
1.000 0.9827
1.618 0.9735
2.618 0.9586
4.250 0.9343
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.0078 1.0075
PP 1.0064 1.0057
S1 1.0051 1.0040

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

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