CME Canadian Dollar Future December 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 0.9550 0.9597 0.0047 0.5% 0.9690
High 0.9606 0.9606 0.0000 0.0% 0.9750
Low 0.9545 0.9579 0.0034 0.4% 0.9550
Close 0.9584 0.9593 0.0009 0.1% 0.9586
Range 0.0061 0.0027 -0.0034 -55.7% 0.0200
ATR 0.0061 0.0059 -0.0002 -4.0% 0.0000
Volume 211 324 113 53.6% 1,418
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9674 0.9660 0.9608
R3 0.9647 0.9633 0.9600
R2 0.9620 0.9620 0.9598
R1 0.9606 0.9606 0.9595 0.9600
PP 0.9593 0.9593 0.9593 0.9589
S1 0.9579 0.9579 0.9591 0.9573
S2 0.9566 0.9566 0.9588
S3 0.9539 0.9552 0.9586
S4 0.9512 0.9525 0.9578
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 0.9700 0.9545 0.0155 1.6% 0.0052 0.5% 31% False False 314
10 0.9800 0.9545 0.0255 2.7% 0.0051 0.5% 19% False False 272
20 0.9988 0.9545 0.0443 4.6% 0.0053 0.5% 11% False False 191
40 1.0136 0.9545 0.0591 6.2% 0.0047 0.5% 8% False False 136
60 1.0136 0.9545 0.0591 6.2% 0.0042 0.4% 8% False False 141
80 1.0136 0.9545 0.0591 6.2% 0.0040 0.4% 8% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.9721
2.618 0.9677
1.618 0.9650
1.000 0.9633
0.618 0.9623
HIGH 0.9606
0.618 0.9596
0.500 0.9593
0.382 0.9589
LOW 0.9579
0.618 0.9562
1.000 0.9552
1.618 0.9535
2.618 0.9508
4.250 0.9464
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 0.9593 0.9588
PP 0.9593 0.9583
S1 0.9593 0.9579

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

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