CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 0.9720 0.9712 -0.0008 -0.1% 0.9550
High 0.9725 0.9740 0.0015 0.2% 0.9755
Low 0.9675 0.9710 0.0035 0.4% 0.9545
Close 0.9689 0.9710 0.0021 0.2% 0.9682
Range 0.0050 0.0030 -0.0020 -40.0% 0.0210
ATR 0.0066 0.0065 -0.0001 -1.6% 0.0000
Volume 102 91 -11 -10.8% 1,260
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9810 0.9790 0.9727
R3 0.9780 0.9760 0.9718
R2 0.9750 0.9750 0.9716
R1 0.9730 0.9730 0.9713 0.9725
PP 0.9720 0.9720 0.9720 0.9718
S1 0.9700 0.9700 0.9707 0.9695
S2 0.9690 0.9690 0.9705
S3 0.9660 0.9670 0.9702
S4 0.9630 0.9640 0.9694
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 0.9630 0.0135 1.4% 0.0064 0.7% 59% False False 264
10 0.9765 0.9545 0.0220 2.3% 0.0062 0.6% 75% False False 275
20 0.9843 0.9545 0.0298 3.1% 0.0059 0.6% 55% False False 252
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 143
80 1.0136 0.9545 0.0591 6.1% 0.0043 0.4% 28% False False 166
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9868
2.618 0.9819
1.618 0.9789
1.000 0.9770
0.618 0.9759
HIGH 0.9740
0.618 0.9729
0.500 0.9725
0.382 0.9721
LOW 0.9710
0.618 0.9691
1.000 0.9680
1.618 0.9661
2.618 0.9631
4.250 0.9583
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 0.9725 0.9706
PP 0.9720 0.9701
S1 0.9715 0.9697

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

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