CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 0.9750 0.9782 0.0032 0.3% 0.9723
High 0.9798 0.9800 0.0002 0.0% 0.9765
Low 0.9750 0.9740 -0.0010 -0.1% 0.9654
Close 0.9788 0.9771 -0.0017 -0.2% 0.9739
Range 0.0048 0.0060 0.0012 25.0% 0.0111
ATR 0.0064 0.0064 0.0000 -0.5% 0.0000
Volume 240 254 14 5.8% 1,164
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9950 0.9921 0.9804
R3 0.9890 0.9861 0.9788
R2 0.9830 0.9830 0.9782
R1 0.9801 0.9801 0.9777 0.9786
PP 0.9770 0.9770 0.9770 0.9763
S1 0.9741 0.9741 0.9766 0.9726
S2 0.9710 0.9710 0.9760
S3 0.9650 0.9681 0.9755
S4 0.9590 0.9621 0.9738
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 0.9800 0.9700 0.0100 1.0% 0.0047 0.5% 71% True False 143
10 0.9800 0.9630 0.0170 1.7% 0.0060 0.6% 83% True False 223
20 0.9800 0.9545 0.0255 2.6% 0.0057 0.6% 89% True False 255
40 1.0136 0.9545 0.0591 6.0% 0.0053 0.5% 38% False False 174
60 1.0136 0.9545 0.0591 6.0% 0.0047 0.5% 38% False False 145
80 1.0136 0.9545 0.0591 6.0% 0.0044 0.4% 38% False False 170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0055
2.618 0.9957
1.618 0.9897
1.000 0.9860
0.618 0.9837
HIGH 0.9800
0.618 0.9777
0.500 0.9770
0.382 0.9763
LOW 0.9740
0.618 0.9703
1.000 0.9680
1.618 0.9643
2.618 0.9583
4.250 0.9485
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 0.9771 0.9764
PP 0.9770 0.9757
S1 0.9770 0.9750

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

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