CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	0.9709	0.9713	0.0004	0.0%	0.9597
High	0.9772	0.9738	-0.0034	-0.3%	0.9772
Low	0.9694	0.9639	-0.0055	-0.6%	0.9554
Close	0.9738	0.9697	-0.0041	-0.4%	0.9697
Range	0.0078	0.0099	0.0021	26.9%	0.0218
ATR	0.0076	0.0078	0.0002	2.1%	0.0000
Volume	3,674	5,305	1,631	44.4%	16,630

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9988	0.9942	0.9751
R3	0.9889	0.9843	0.9724
R2	0.9790	0.9790	0.9715
R1	0.9744	0.9744	0.9706	0.9718
PP	0.9691	0.9691	0.9691	0.9678
S1	0.9645	0.9645	0.9688	0.9619
S2	0.9592	0.9592	0.9679
S3	0.9493	0.9546	0.9670
S4	0.9394	0.9447	0.9643

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0231	0.9817
R3	1.0110	1.0013	0.9757
R2	0.9892	0.9892	0.9737
R1	0.9795	0.9795	0.9717	0.9844
PP	0.9674	0.9674	0.9674	0.9699
S1	0.9577	0.9577	0.9677	0.9626
S2	0.9456	0.9456	0.9657
S3	0.9238	0.9359	0.9637
S4	0.9020	0.9141	0.9577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9772	0.9554	0.0218	2.2%	0.0081	0.8%	66%	False	False	3,326
10	0.9772	0.9554	0.0218	2.2%	0.0080	0.8%	66%	False	False	2,321
20	1.0015	0.9554	0.0461	4.8%	0.0079	0.8%	31%	False	False	1,418
40	1.0168	0.9554	0.0614	6.3%	0.0071	0.7%	23%	False	False	869
60	1.0168	0.9554	0.0614	6.3%	0.0066	0.7%	23%	False	False	616
80	1.0168	0.9554	0.0614	6.3%	0.0059	0.6%	23%	False	False	485
100	1.0168	0.9554	0.0614	6.3%	0.0053	0.5%	23%	False	False	393
120	1.0168	0.9554	0.0614	6.3%	0.0048	0.5%	23%	False	False	332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0159
2.618	0.9997
1.618	0.9898
1.000	0.9837
0.618	0.9799
HIGH	0.9738
0.618	0.9700
0.500	0.9689
0.382	0.9677
LOW	0.9639
0.618	0.9578
1.000	0.9540
1.618	0.9479
2.618	0.9380
4.250	0.9218

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	0.9694	0.9695
PP	0.9691	0.9693
S1	0.9689	0.9691

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