CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 0.9755 0.9750 -0.0005 -0.1% 0.9723
High 0.9775 0.9798 0.0023 0.2% 0.9765
Low 0.9700 0.9750 0.0050 0.5% 0.9654
Close 0.9727 0.9788 0.0061 0.6% 0.9739
Range 0.0075 0.0048 -0.0027 -36.0% 0.0111
ATR 0.0064 0.0064 0.0001 0.8% 0.0000
Volume 30 240 210 700.0% 1,164
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9923 0.9903 0.9814
R3 0.9875 0.9855 0.9801
R2 0.9827 0.9827 0.9797
R1 0.9807 0.9807 0.9792 0.9817
PP 0.9779 0.9779 0.9779 0.9784
S1 0.9759 0.9759 0.9784 0.9769
S2 0.9731 0.9731 0.9779
S3 0.9683 0.9711 0.9775
S4 0.9635 0.9663 0.9762
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 0.9798 0.9675 0.0123 1.3% 0.0045 0.5% 92% True False 113
10 0.9798 0.9618 0.0180 1.8% 0.0062 0.6% 94% True False 215
20 0.9800 0.9545 0.0255 2.6% 0.0056 0.6% 95% False False 244
40 1.0136 0.9545 0.0591 6.0% 0.0051 0.5% 41% False False 168
60 1.0136 0.9545 0.0591 6.0% 0.0047 0.5% 41% False False 142
80 1.0136 0.9545 0.0591 6.0% 0.0043 0.4% 41% False False 169
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0002
2.618 0.9924
1.618 0.9876
1.000 0.9846
0.618 0.9828
HIGH 0.9798
0.618 0.9780
0.500 0.9774
0.382 0.9768
LOW 0.9750
0.618 0.9720
1.000 0.9702
1.618 0.9672
2.618 0.9624
4.250 0.9546
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 0.9783 0.9775
PP 0.9779 0.9762
S1 0.9774 0.9749

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

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