CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 0.9752 0.9733 -0.0019 -0.2% 0.9784
High 0.9772 0.9754 -0.0018 -0.2% 0.9843
Low 0.9706 0.9697 -0.0009 -0.1% 0.9697
Close 0.9719 0.9709 -0.0010 -0.1% 0.9709
Range 0.0066 0.0057 -0.0009 -13.6% 0.0146
ATR 0.0078 0.0077 -0.0002 -1.9% 0.0000
Volume 117,354 79,443 -37,911 -32.3% 513,978
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 0.9891 0.9857 0.9740
R3 0.9834 0.9800 0.9725
R2 0.9777 0.9777 0.9719
R1 0.9743 0.9743 0.9714 0.9732
PP 0.9720 0.9720 0.9720 0.9714
S1 0.9686 0.9686 0.9704 0.9675
S2 0.9663 0.9663 0.9699
S3 0.9606 0.9629 0.9693
S4 0.9549 0.9572 0.9678
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0188 1.0094 0.9789
R3 1.0042 0.9948 0.9749
R2 0.9896 0.9896 0.9736
R1 0.9802 0.9802 0.9722 0.9776
PP 0.9750 0.9750 0.9750 0.9737
S1 0.9656 0.9656 0.9696 0.9630
S2 0.9604 0.9604 0.9682
S3 0.9458 0.9510 0.9669
S4 0.9312 0.9364 0.9629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9843 0.9697 0.0146 1.5% 0.0074 0.8% 8% False True 102,795
10 1.0002 0.9697 0.0305 3.1% 0.0078 0.8% 4% False True 104,452
20 1.0190 0.9697 0.0493 5.1% 0.0080 0.8% 2% False True 94,753
40 1.0192 0.9697 0.0495 5.1% 0.0076 0.8% 2% False True 90,565
60 1.0192 0.9697 0.0495 5.1% 0.0073 0.8% 2% False True 76,251
80 1.0192 0.9697 0.0495 5.1% 0.0069 0.7% 2% False True 57,292
100 1.0192 0.9664 0.0528 5.4% 0.0069 0.7% 9% False False 45,870
120 1.0192 0.9570 0.0622 6.4% 0.0069 0.7% 22% False False 38,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9996
2.618 0.9903
1.618 0.9846
1.000 0.9811
0.618 0.9789
HIGH 0.9754
0.618 0.9732
0.500 0.9726
0.382 0.9719
LOW 0.9697
0.618 0.9662
1.000 0.9640
1.618 0.9605
2.618 0.9548
4.250 0.9455
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 0.9726 0.9746
PP 0.9720 0.9734
S1 0.9715 0.9721

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

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