CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 0.9723 0.9668 -0.0055 -0.6% 0.9550
High 0.9765 0.9715 -0.0050 -0.5% 0.9755
Low 0.9665 0.9654 -0.0011 -0.1% 0.9545
Close 0.9668 0.9710 0.0042 0.4% 0.9682
Range 0.0100 0.0061 -0.0039 -39.0% 0.0210
ATR 0.0067 0.0067 0.0000 -0.7% 0.0000
Volume 322 547 225 69.9% 1,260
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9876 0.9854 0.9744
R3 0.9815 0.9793 0.9727
R2 0.9754 0.9754 0.9721
R1 0.9732 0.9732 0.9716 0.9743
PP 0.9693 0.9693 0.9693 0.9699
S1 0.9671 0.9671 0.9704 0.9682
S2 0.9632 0.9632 0.9699
S3 0.9571 0.9610 0.9693
S4 0.9510 0.9549 0.9676
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 0.9618 0.0147 1.5% 0.0078 0.8% 63% False False 318
10 0.9765 0.9545 0.0220 2.3% 0.0065 0.7% 75% False False 316
20 0.9925 0.9545 0.0380 3.9% 0.0058 0.6% 43% False False 253
40 1.0136 0.9545 0.0591 6.1% 0.0051 0.5% 28% False False 160
60 1.0136 0.9545 0.0591 6.1% 0.0047 0.5% 28% False False 141
80 1.0136 0.9545 0.0591 6.1% 0.0043 0.4% 28% False False 165
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9974
2.618 0.9875
1.618 0.9814
1.000 0.9776
0.618 0.9753
HIGH 0.9715
0.618 0.9692
0.500 0.9685
0.382 0.9677
LOW 0.9654
0.618 0.9616
1.000 0.9593
1.618 0.9555
2.618 0.9494
4.250 0.9395
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 0.9702 0.9706
PP 0.9693 0.9702
S1 0.9685 0.9698

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

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