CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.0084 1.0077 -0.0007 -0.1% 1.0010
High 1.0105 1.0108 0.0003 0.0% 1.0060
Low 1.0062 1.0023 -0.0039 -0.4% 0.9933
Close 1.0081 1.0030 -0.0051 -0.5% 1.0003
Range 0.0043 0.0085 0.0042 97.7% 0.0127
ATR 0.0073 0.0074 0.0001 1.1% 0.0000
Volume 90,342 100,505 10,163 11.2% 411,287
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0309 1.0254 1.0077
R3 1.0224 1.0169 1.0053
R2 1.0139 1.0139 1.0046
R1 1.0084 1.0084 1.0038 1.0069
PP 1.0054 1.0054 1.0054 1.0046
S1 0.9999 0.9999 1.0022 0.9984
S2 0.9969 0.9969 1.0014
S3 0.9884 0.9914 1.0007
S4 0.9799 0.9829 0.9983
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 0.9954 0.0171 1.7% 0.0082 0.8% 44% False False 98,747
10 1.0125 0.9933 0.0192 1.9% 0.0081 0.8% 51% False False 91,942
20 1.0125 0.9933 0.0192 1.9% 0.0075 0.7% 51% False False 87,235
40 1.0133 0.9926 0.0207 2.1% 0.0069 0.7% 50% False False 55,246
60 1.0133 0.9825 0.0308 3.1% 0.0065 0.6% 67% False False 36,909
80 1.0133 0.9664 0.0469 4.7% 0.0065 0.7% 78% False False 27,718
100 1.0133 0.9484 0.0649 6.5% 0.0068 0.7% 84% False False 22,206
120 1.0133 0.9484 0.0649 6.5% 0.0066 0.7% 84% False False 18,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0469
2.618 1.0331
1.618 1.0246
1.000 1.0193
0.618 1.0161
HIGH 1.0108
0.618 1.0076
0.500 1.0066
0.382 1.0055
LOW 1.0023
0.618 0.9970
1.000 0.9938
1.618 0.9885
2.618 0.9800
4.250 0.9662
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.0066 1.0051
PP 1.0054 1.0044
S1 1.0042 1.0037

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

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