CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 0.9631 0.9729 0.0098 1.0% 0.9730
High 0.9733 0.9791 0.0058 0.6% 0.9792
Low 0.9625 0.9710 0.0085 0.9% 0.9572
Close 0.9715 0.9756 0.0041 0.4% 0.9613
Range 0.0108 0.0081 -0.0027 -25.0% 0.0220
ATR 0.0081 0.0081 0.0000 0.0% 0.0000
Volume 126,590 118,959 -7,631 -6.0% 542,011
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9995 0.9957 0.9801
R3 0.9914 0.9876 0.9778
R2 0.9833 0.9833 0.9771
R1 0.9795 0.9795 0.9763 0.9814
PP 0.9752 0.9752 0.9752 0.9762
S1 0.9714 0.9714 0.9749 0.9733
S2 0.9671 0.9671 0.9741
S3 0.9590 0.9633 0.9734
S4 0.9509 0.9552 0.9711
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 0.9791 0.9568 0.0223 2.3% 0.0087 0.9% 84% True False 121,816
10 0.9792 0.9568 0.0224 2.3% 0.0080 0.8% 84% False False 119,239
20 1.0038 0.9568 0.0470 4.8% 0.0082 0.8% 40% False False 111,229
40 1.0192 0.9568 0.0624 6.4% 0.0079 0.8% 30% False False 98,991
60 1.0192 0.9568 0.0624 6.4% 0.0075 0.8% 30% False False 91,474
80 1.0192 0.9568 0.0624 6.4% 0.0072 0.7% 30% False False 69,722
100 1.0192 0.9568 0.0624 6.4% 0.0070 0.7% 30% False False 55,812
120 1.0192 0.9568 0.0624 6.4% 0.0069 0.7% 30% False False 46,531
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0135
2.618 1.0003
1.618 0.9922
1.000 0.9872
0.618 0.9841
HIGH 0.9791
0.618 0.9760
0.500 0.9751
0.382 0.9741
LOW 0.9710
0.618 0.9660
1.000 0.9629
1.618 0.9579
2.618 0.9498
4.250 0.9366
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 0.9754 0.9734
PP 0.9752 0.9712
S1 0.9751 0.9690

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

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