CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 0.9712 0.9745 0.0033 0.3% 0.9723
High 0.9740 0.9754 0.0014 0.1% 0.9765
Low 0.9710 0.9730 0.0020 0.2% 0.9654
Close 0.9710 0.9739 0.0029 0.3% 0.9739
Range 0.0030 0.0024 -0.0006 -20.0% 0.0111
ATR 0.0065 0.0063 -0.0001 -2.3% 0.0000
Volume 91 102 11 12.1% 1,164
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9813 0.9800 0.9752
R3 0.9789 0.9776 0.9746
R2 0.9765 0.9765 0.9743
R1 0.9752 0.9752 0.9741 0.9747
PP 0.9741 0.9741 0.9741 0.9738
S1 0.9728 0.9728 0.9737 0.9723
S2 0.9717 0.9717 0.9735
S3 0.9693 0.9704 0.9732
S4 0.9669 0.9680 0.9726
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0052 1.0007 0.9800
R3 0.9941 0.9896 0.9770
R2 0.9830 0.9830 0.9759
R1 0.9785 0.9785 0.9749 0.9808
PP 0.9719 0.9719 0.9719 0.9731
S1 0.9674 0.9674 0.9729 0.9697
S2 0.9608 0.9608 0.9719
S3 0.9497 0.9563 0.9708
S4 0.9386 0.9452 0.9678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9765 0.9654 0.0111 1.1% 0.0053 0.5% 77% False False 232
10 0.9765 0.9545 0.0220 2.3% 0.0058 0.6% 88% False False 242
20 0.9800 0.9545 0.0255 2.6% 0.0057 0.6% 76% False False 252
40 1.0136 0.9545 0.0591 6.1% 0.0050 0.5% 33% False False 162
60 1.0136 0.9545 0.0591 6.1% 0.0046 0.5% 33% False False 143
80 1.0136 0.9545 0.0591 6.1% 0.0043 0.4% 33% False False 168
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.9856
2.618 0.9817
1.618 0.9793
1.000 0.9778
0.618 0.9769
HIGH 0.9754
0.618 0.9745
0.500 0.9742
0.382 0.9739
LOW 0.9730
0.618 0.9715
1.000 0.9706
1.618 0.9691
2.618 0.9667
4.250 0.9628
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 0.9742 0.9731
PP 0.9741 0.9723
S1 0.9740 0.9715

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

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