CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 0.9597 0.9601 0.0004 0.0% 0.9710
High 0.9624 0.9630 0.0006 0.1% 0.9770
Low 0.9554 0.9574 0.0020 0.2% 0.9558
Close 0.9597 0.9607 0.0010 0.1% 0.9596
Range 0.0070 0.0056 -0.0014 -20.0% 0.0212
ATR 0.0075 0.0074 -0.0001 -1.8% 0.0000
Volume 2,254 1,855 -399 -17.7% 3,874
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9772 0.9745 0.9638
R3 0.9716 0.9689 0.9622
R2 0.9660 0.9660 0.9617
R1 0.9633 0.9633 0.9612 0.9647
PP 0.9604 0.9604 0.9604 0.9610
S1 0.9577 0.9577 0.9602 0.9591
S2 0.9548 0.9548 0.9597
S3 0.9492 0.9521 0.9592
S4 0.9436 0.9465 0.9576
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0277 1.0149 0.9713
R3 1.0065 0.9937 0.9654
R2 0.9853 0.9853 0.9635
R1 0.9725 0.9725 0.9615 0.9683
PP 0.9641 0.9641 0.9641 0.9621
S1 0.9513 0.9513 0.9577 0.9471
S2 0.9429 0.9429 0.9557
S3 0.9217 0.9301 0.9538
S4 0.9005 0.9089 0.9479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9554 0.0201 2.1% 0.0081 0.8% 26% False False 1,510
10 0.9820 0.9554 0.0266 2.8% 0.0074 0.8% 20% False False 1,202
20 1.0015 0.9554 0.0461 4.8% 0.0074 0.8% 11% False False 847
40 1.0168 0.9554 0.0614 6.4% 0.0070 0.7% 9% False False 567
60 1.0168 0.9554 0.0614 6.4% 0.0064 0.7% 9% False False 415
80 1.0168 0.9554 0.0614 6.4% 0.0057 0.6% 9% False False 330
100 1.0168 0.9554 0.0614 6.4% 0.0051 0.5% 9% False False 269
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9868
2.618 0.9777
1.618 0.9721
1.000 0.9686
0.618 0.9665
HIGH 0.9630
0.618 0.9609
0.500 0.9602
0.382 0.9595
LOW 0.9574
0.618 0.9539
1.000 0.9518
1.618 0.9483
2.618 0.9427
4.250 0.9336
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 0.9605 0.9608
PP 0.9604 0.9607
S1 0.9602 0.9607

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

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