CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 0.9612 0.9550 -0.0062 -0.6% 0.9690
High 0.9612 0.9606 -0.0006 -0.1% 0.9750
Low 0.9550 0.9545 -0.0005 -0.1% 0.9550
Close 0.9586 0.9584 -0.0002 0.0% 0.9586
Range 0.0062 0.0061 -0.0001 -1.6% 0.0200
ATR 0.0061 0.0061 0.0000 0.0% 0.0000
Volume 429 211 -218 -50.8% 1,418
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9761 0.9734 0.9618
R3 0.9700 0.9673 0.9601
R2 0.9639 0.9639 0.9595
R1 0.9612 0.9612 0.9590 0.9626
PP 0.9578 0.9578 0.9578 0.9585
S1 0.9551 0.9551 0.9578 0.9565
S2 0.9517 0.9517 0.9573
S3 0.9456 0.9490 0.9567
S4 0.9395 0.9429 0.9550
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0229 1.0107 0.9696
R3 1.0029 0.9907 0.9641
R2 0.9829 0.9829 0.9623
R1 0.9707 0.9707 0.9604 0.9668
PP 0.9629 0.9629 0.9629 0.9609
S1 0.9507 0.9507 0.9568 0.9468
S2 0.9429 0.9429 0.9549
S3 0.9229 0.9307 0.9531
S4 0.9029 0.9107 0.9476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9545 0.0205 2.1% 0.0058 0.6% 19% False True 325
10 0.9800 0.9545 0.0255 2.7% 0.0055 0.6% 15% False True 277
20 1.0017 0.9545 0.0472 4.9% 0.0054 0.6% 8% False True 195
40 1.0136 0.9545 0.0591 6.2% 0.0047 0.5% 7% False True 129
60 1.0136 0.9545 0.0591 6.2% 0.0042 0.4% 7% False True 136
80 1.0136 0.9545 0.0591 6.2% 0.0040 0.4% 7% False True 147
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9766
1.618 0.9705
1.000 0.9667
0.618 0.9644
HIGH 0.9606
0.618 0.9583
0.500 0.9576
0.382 0.9568
LOW 0.9545
0.618 0.9507
1.000 0.9484
1.618 0.9446
2.618 0.9385
4.250 0.9286
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 0.9581 0.9610
PP 0.9578 0.9601
S1 0.9576 0.9593

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

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