CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	0.9704	0.9679	-0.0025	-0.3%	0.9730
High	0.9740	0.9683	-0.0057	-0.6%	0.9792
Low	0.9642	0.9572	-0.0070	-0.7%	0.9572
Close	0.9677	0.9613	-0.0064	-0.7%	0.9613
Range	0.0098	0.0111	0.0013	13.3%	0.0220
ATR	0.0079	0.0081	0.0002	2.9%	0.0000
Volume	137,906	155,494	17,588	12.8%	542,011

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9956	0.9895	0.9674
R3	0.9845	0.9784	0.9644
R2	0.9734	0.9734	0.9633
R1	0.9673	0.9673	0.9623	0.9648
PP	0.9623	0.9623	0.9623	0.9610
S1	0.9562	0.9562	0.9603	0.9537
S2	0.9512	0.9512	0.9593
S3	0.9401	0.9451	0.9582
S4	0.9290	0.9340	0.9552

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0319	1.0186	0.9734
R3	1.0099	0.9966	0.9674
R2	0.9879	0.9879	0.9653
R1	0.9746	0.9746	0.9633	0.9703
PP	0.9659	0.9659	0.9659	0.9637
S1	0.9526	0.9526	0.9593	0.9483
S2	0.9439	0.9439	0.9573
S3	0.9219	0.9306	0.9553
S4	0.8999	0.9086	0.9492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9792	0.9572	0.0220	2.3%	0.0083	0.9%	19%	False	True	124,290
10	0.9856	0.9572	0.0284	3.0%	0.0082	0.8%	14%	False	True	117,408
20	1.0131	0.9572	0.0559	5.8%	0.0083	0.9%	7%	False	True	107,640
40	1.0192	0.9572	0.0620	6.4%	0.0078	0.8%	7%	False	True	95,787
60	1.0192	0.9572	0.0620	6.4%	0.0074	0.8%	7%	False	True	85,077
80	1.0192	0.9572	0.0620	6.4%	0.0071	0.7%	7%	False	True	64,060
100	1.0192	0.9572	0.0620	6.4%	0.0070	0.7%	7%	False	True	51,282
120	1.0192	0.9570	0.0622	6.5%	0.0069	0.7%	7%	False	False	42,760

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	0.0019
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0155
2.618	0.9974
1.618	0.9863
1.000	0.9794
0.618	0.9752
HIGH	0.9683
0.618	0.9641
0.500	0.9628
0.382	0.9614
LOW	0.9572
0.618	0.9503
1.000	0.9461
1.618	0.9392
2.618	0.9281
4.250	0.9100

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	0.9628	0.9675
PP	0.9623	0.9654
S1	0.9618	0.9634

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols