CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.0105 1.0045 -0.0060 -0.6% 1.0187
High 1.0131 1.0065 -0.0066 -0.7% 1.0190
Low 1.0027 1.0002 -0.0025 -0.2% 1.0027
Close 1.0038 1.0057 0.0019 0.2% 1.0038
Range 0.0104 0.0063 -0.0041 -39.4% 0.0163
ATR 0.0073 0.0072 -0.0001 -1.0% 0.0000
Volume 101,218 71,485 -29,733 -29.4% 385,482
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.0230 1.0207 1.0092
R3 1.0167 1.0144 1.0074
R2 1.0104 1.0104 1.0069
R1 1.0081 1.0081 1.0063 1.0093
PP 1.0041 1.0041 1.0041 1.0047
S1 1.0018 1.0018 1.0051 1.0030
S2 0.9978 0.9978 1.0045
S3 0.9915 0.9955 1.0040
S4 0.9852 0.9892 1.0022
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0574 1.0469 1.0128
R3 1.0411 1.0306 1.0083
R2 1.0248 1.0248 1.0068
R1 1.0143 1.0143 1.0053 1.0114
PP 1.0085 1.0085 1.0085 1.0071
S1 0.9980 0.9980 1.0023 0.9951
S2 0.9922 0.9922 1.0008
S3 0.9759 0.9817 0.9993
S4 0.9596 0.9654 0.9948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0165 1.0002 0.0163 1.6% 0.0072 0.7% 34% False True 75,343
10 1.0192 1.0002 0.0190 1.9% 0.0070 0.7% 29% False True 78,627
20 1.0192 0.9933 0.0259 2.6% 0.0074 0.7% 48% False False 85,285
40 1.0192 0.9933 0.0259 2.6% 0.0070 0.7% 48% False False 77,592
60 1.0192 0.9923 0.0269 2.7% 0.0068 0.7% 50% False False 52,407
80 1.0192 0.9695 0.0497 4.9% 0.0066 0.7% 73% False False 39,346
100 1.0192 0.9570 0.0622 6.2% 0.0066 0.7% 78% False False 31,505
120 1.0192 0.9484 0.0708 7.0% 0.0067 0.7% 81% False False 26,279
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0333
2.618 1.0230
1.618 1.0167
1.000 1.0128
0.618 1.0104
HIGH 1.0065
0.618 1.0041
0.500 1.0034
0.382 1.0026
LOW 1.0002
0.618 0.9963
1.000 0.9939
1.618 0.9900
2.618 0.9837
4.250 0.9734
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.0049 1.0084
PP 1.0041 1.0075
S1 1.0034 1.0066

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

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