CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 0.9645 0.9700 0.0055 0.6% 0.9690
High 0.9695 0.9755 0.0060 0.6% 0.9750
Low 0.9618 0.9680 0.0062 0.6% 0.9550
Close 0.9682 0.9722 0.0040 0.4% 0.9586
Range 0.0077 0.0075 -0.0002 -2.6% 0.0200
ATR 0.0062 0.0063 0.0001 1.5% 0.0000
Volume 175 288 113 64.6% 1,418
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9944 0.9908 0.9763
R3 0.9869 0.9833 0.9743
R2 0.9794 0.9794 0.9736
R1 0.9758 0.9758 0.9729 0.9776
PP 0.9719 0.9719 0.9719 0.9728
S1 0.9683 0.9683 0.9715 0.9701
S2 0.9644 0.9644 0.9708
S3 0.9569 0.9608 0.9701
S4 0.9494 0.9533 0.9681
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 0.9755 0.9545 0.0210 2.2% 0.0060 0.6% 84% True False 285
10 0.9755 0.9545 0.0210 2.2% 0.0056 0.6% 84% True False 311
20 0.9988 0.9545 0.0443 4.6% 0.0055 0.6% 40% False False 208
40 1.0136 0.9545 0.0591 6.1% 0.0048 0.5% 30% False False 141
60 1.0136 0.9545 0.0591 6.1% 0.0044 0.5% 30% False False 148
80 1.0136 0.9545 0.0591 6.1% 0.0041 0.4% 30% False False 153
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0074
2.618 0.9951
1.618 0.9876
1.000 0.9830
0.618 0.9801
HIGH 0.9755
0.618 0.9726
0.500 0.9718
0.382 0.9709
LOW 0.9680
0.618 0.9634
1.000 0.9605
1.618 0.9559
2.618 0.9484
4.250 0.9361
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 0.9721 0.9704
PP 0.9719 0.9685
S1 0.9718 0.9667

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

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