CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 0.9597 0.9645 0.0048 0.5% 0.9690
High 0.9606 0.9695 0.0089 0.9% 0.9750
Low 0.9579 0.9618 0.0039 0.4% 0.9550
Close 0.9593 0.9682 0.0089 0.9% 0.9586
Range 0.0027 0.0077 0.0050 185.2% 0.0200
ATR 0.0059 0.0062 0.0003 5.3% 0.0000
Volume 324 175 -149 -46.0% 1,418
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9896 0.9866 0.9724
R3 0.9819 0.9789 0.9703
R2 0.9742 0.9742 0.9696
R1 0.9712 0.9712 0.9689 0.9727
PP 0.9665 0.9665 0.9665 0.9673
S1 0.9635 0.9635 0.9675 0.9650
S2 0.9588 0.9588 0.9668
S3 0.9511 0.9558 0.9661
S4 0.9434 0.9481 0.9640
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 0.9695 0.9545 0.0150 1.5% 0.0058 0.6% 91% True False 249
10 0.9750 0.9545 0.0205 2.1% 0.0054 0.6% 67% False False 286
20 0.9988 0.9545 0.0443 4.6% 0.0054 0.6% 31% False False 196
40 1.0136 0.9545 0.0591 6.1% 0.0047 0.5% 23% False False 140
60 1.0136 0.9545 0.0591 6.1% 0.0043 0.4% 23% False False 144
80 1.0136 0.9545 0.0591 6.1% 0.0041 0.4% 23% False False 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 0.9897
1.618 0.9820
1.000 0.9772
0.618 0.9743
HIGH 0.9695
0.618 0.9666
0.500 0.9657
0.382 0.9647
LOW 0.9618
0.618 0.9570
1.000 0.9541
1.618 0.9493
2.618 0.9416
4.250 0.9291
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 0.9674 0.9661
PP 0.9665 0.9641
S1 0.9657 0.9620

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

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