CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 0.9745 0.9755 0.0010 0.1% 0.9723
High 0.9754 0.9775 0.0021 0.2% 0.9765
Low 0.9730 0.9700 -0.0030 -0.3% 0.9654
Close 0.9739 0.9727 -0.0012 -0.1% 0.9739
Range 0.0024 0.0075 0.0051 212.5% 0.0111
ATR 0.0063 0.0064 0.0001 1.3% 0.0000
Volume 102 30 -72 -70.6% 1,164
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9959 0.9918 0.9768
R3 0.9884 0.9843 0.9748
R2 0.9809 0.9809 0.9741
R1 0.9768 0.9768 0.9734 0.9751
PP 0.9734 0.9734 0.9734 0.9726
S1 0.9693 0.9693 0.9720 0.9676
S2 0.9659 0.9659 0.9713
S3 0.9584 0.9618 0.9706
S4 0.9509 0.9543 0.9686
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 0.9775 0.9654 0.0121 1.2% 0.0048 0.5% 60% True False 174
10 0.9775 0.9579 0.0196 2.0% 0.0060 0.6% 76% True False 224
20 0.9800 0.9545 0.0255 2.6% 0.0057 0.6% 71% False False 250
40 1.0136 0.9545 0.0591 6.1% 0.0051 0.5% 31% False False 163
60 1.0136 0.9545 0.0591 6.1% 0.0047 0.5% 31% False False 142
80 1.0136 0.9545 0.0591 6.1% 0.0043 0.4% 31% False False 166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0094
2.618 0.9971
1.618 0.9896
1.000 0.9850
0.618 0.9821
HIGH 0.9775
0.618 0.9746
0.500 0.9738
0.382 0.9729
LOW 0.9700
0.618 0.9654
1.000 0.9625
1.618 0.9579
2.618 0.9504
4.250 0.9381
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 0.9738 0.9738
PP 0.9734 0.9734
S1 0.9731 0.9731

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

View Archives - Comment on this page... - Back to Index of Symbols