CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 0.9727 0.9773 0.0046 0.5% 0.9616
High 0.9756 0.9801 0.0045 0.5% 0.9791
Low 0.9654 0.9691 0.0037 0.4% 0.9568
Close 0.9715 0.9701 -0.0014 -0.1% 0.9715
Range 0.0102 0.0110 0.0008 7.8% 0.0223
ATR 0.0083 0.0085 0.0002 2.3% 0.0000
Volume 108,797 104,363 -4,434 -4.1% 562,383
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0061 0.9991 0.9762
R3 0.9951 0.9881 0.9731
R2 0.9841 0.9841 0.9721
R1 0.9771 0.9771 0.9711 0.9751
PP 0.9731 0.9731 0.9731 0.9721
S1 0.9661 0.9661 0.9691 0.9641
S2 0.9621 0.9621 0.9681
S3 0.9511 0.9551 0.9671
S4 0.9401 0.9441 0.9641
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0360 1.0261 0.9838
R3 1.0137 1.0038 0.9776
R2 0.9914 0.9914 0.9756
R1 0.9815 0.9815 0.9735 0.9865
PP 0.9691 0.9691 0.9691 0.9716
S1 0.9592 0.9592 0.9695 0.9642
S2 0.9468 0.9468 0.9674
S3 0.9245 0.9369 0.9654
S4 0.9022 0.9146 0.9592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9588 0.0213 2.2% 0.0092 1.0% 53% True False 112,666
10 0.9801 0.9568 0.0233 2.4% 0.0089 0.9% 57% True False 120,875
20 1.0002 0.9568 0.0434 4.5% 0.0083 0.9% 31% False False 112,663
40 1.0192 0.9568 0.0624 6.4% 0.0080 0.8% 21% False False 99,696
60 1.0192 0.9568 0.0624 6.4% 0.0077 0.8% 21% False False 93,438
80 1.0192 0.9568 0.0624 6.4% 0.0074 0.8% 21% False False 72,381
100 1.0192 0.9568 0.0624 6.4% 0.0070 0.7% 21% False False 57,938
120 1.0192 0.9568 0.0624 6.4% 0.0070 0.7% 21% False False 48,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0089
1.618 0.9979
1.000 0.9911
0.618 0.9869
HIGH 0.9801
0.618 0.9759
0.500 0.9746
0.382 0.9733
LOW 0.9691
0.618 0.9623
1.000 0.9581
1.618 0.9513
2.618 0.9403
4.250 0.9224
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 0.9746 0.9728
PP 0.9731 0.9719
S1 0.9716 0.9710

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

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