CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.0114 1.0156 0.0042 0.4% 0.9990
High 1.0168 1.0186 0.0018 0.2% 1.0125
Low 1.0102 1.0143 0.0041 0.4% 0.9954
Close 1.0161 1.0157 -0.0004 0.0% 1.0057
Range 0.0066 0.0043 -0.0023 -34.8% 0.0171
ATR 0.0072 0.0070 -0.0002 -2.9% 0.0000
Volume 95,136 79,647 -15,489 -16.3% 480,626
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0291 1.0267 1.0181
R3 1.0248 1.0224 1.0169
R2 1.0205 1.0205 1.0165
R1 1.0181 1.0181 1.0161 1.0193
PP 1.0162 1.0162 1.0162 1.0168
S1 1.0138 1.0138 1.0153 1.0150
S2 1.0119 1.0119 1.0149
S3 1.0076 1.0095 1.0145
S4 1.0033 1.0052 1.0133
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0558 1.0479 1.0151
R3 1.0387 1.0308 1.0104
R2 1.0216 1.0216 1.0088
R1 1.0137 1.0137 1.0073 1.0177
PP 1.0045 1.0045 1.0045 1.0065
S1 0.9966 0.9966 1.0041 1.0006
S2 0.9874 0.9874 1.0026
S3 0.9703 0.9795 1.0010
S4 0.9532 0.9624 0.9963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0186 1.0009 0.0177 1.7% 0.0062 0.6% 84% True False 79,725
10 1.0186 0.9954 0.0232 2.3% 0.0072 0.7% 88% True False 89,236
20 1.0186 0.9933 0.0253 2.5% 0.0071 0.7% 89% True False 87,060
40 1.0186 0.9933 0.0253 2.5% 0.0069 0.7% 89% True False 65,129
60 1.0186 0.9923 0.0263 2.6% 0.0065 0.6% 89% True False 43,534
80 1.0186 0.9664 0.0522 5.1% 0.0066 0.6% 94% True False 32,696
100 1.0186 0.9570 0.0616 6.1% 0.0067 0.7% 95% True False 26,179
120 1.0186 0.9484 0.0702 6.9% 0.0066 0.6% 96% True False 21,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0369
2.618 1.0299
1.618 1.0256
1.000 1.0229
0.618 1.0213
HIGH 1.0186
0.618 1.0170
0.500 1.0165
0.382 1.0159
LOW 1.0143
0.618 1.0116
1.000 1.0100
1.618 1.0073
2.618 1.0030
4.250 0.9960
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.0165 1.0146
PP 1.0162 1.0134
S1 1.0160 1.0123

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

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