CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 0.9690 0.9723 0.0033 0.3% 0.9550
High 0.9707 0.9765 0.0058 0.6% 0.9755
Low 0.9630 0.9665 0.0035 0.4% 0.9545
Close 0.9682 0.9668 -0.0014 -0.1% 0.9682
Range 0.0077 0.0100 0.0023 29.9% 0.0210
ATR 0.0065 0.0067 0.0003 3.9% 0.0000
Volume 262 322 60 22.9% 1,260
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9999 0.9934 0.9723
R3 0.9899 0.9834 0.9696
R2 0.9799 0.9799 0.9686
R1 0.9734 0.9734 0.9677 0.9717
PP 0.9699 0.9699 0.9699 0.9691
S1 0.9634 0.9634 0.9659 0.9617
S2 0.9599 0.9599 0.9650
S3 0.9499 0.9534 0.9641
S4 0.9399 0.9434 0.9613
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0291 1.0196 0.9798
R3 1.0081 0.9986 0.9740
R2 0.9871 0.9871 0.9721
R1 0.9776 0.9776 0.9701 0.9824
PP 0.9661 0.9661 0.9661 0.9684
S1 0.9566 0.9566 0.9663 0.9614
S2 0.9451 0.9451 0.9644
S3 0.9241 0.9356 0.9624
S4 0.9031 0.9146 0.9567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9765 0.9579 0.0186 1.9% 0.0071 0.7% 48% True False 274
10 0.9765 0.9545 0.0220 2.3% 0.0065 0.7% 56% True False 300
20 0.9930 0.9545 0.0385 4.0% 0.0057 0.6% 32% False False 230
40 1.0136 0.9545 0.0591 6.1% 0.0051 0.5% 21% False False 147
60 1.0136 0.9545 0.0591 6.1% 0.0046 0.5% 21% False False 133
80 1.0136 0.9545 0.0591 6.1% 0.0042 0.4% 21% False False 158
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 0.0012
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 1.0027
1.618 0.9927
1.000 0.9865
0.618 0.9827
HIGH 0.9765
0.618 0.9727
0.500 0.9715
0.382 0.9703
LOW 0.9665
0.618 0.9603
1.000 0.9565
1.618 0.9503
2.618 0.9403
4.250 0.9240
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 0.9715 0.9698
PP 0.9699 0.9688
S1 0.9684 0.9678

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

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