CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 0.9601 0.9600 -0.0001 0.0% 0.9691
High 0.9641 0.9600 -0.0041 -0.4% 0.9706
Low 0.9600 0.9536 -0.0064 -0.7% 0.9536
Close 0.9627 0.9577 -0.0050 -0.5% 0.9577
Range 0.0041 0.0064 0.0023 56.1% 0.0170
ATR 0.0038 0.0042 0.0004 10.0% 0.0000
Volume 9 72 63 700.0% 232
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9763 0.9734 0.9612
R3 0.9699 0.9670 0.9595
R2 0.9635 0.9635 0.9589
R1 0.9606 0.9606 0.9583 0.9589
PP 0.9571 0.9571 0.9571 0.9562
S1 0.9542 0.9542 0.9571 0.9525
S2 0.9507 0.9507 0.9565
S3 0.9443 0.9478 0.9559
S4 0.9379 0.9414 0.9542
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0116 1.0017 0.9671
R3 0.9946 0.9847 0.9624
R2 0.9776 0.9776 0.9608
R1 0.9677 0.9677 0.9593 0.9642
PP 0.9606 0.9606 0.9606 0.9589
S1 0.9507 0.9507 0.9561 0.9472
S2 0.9436 0.9436 0.9546
S3 0.9266 0.9337 0.9530
S4 0.9096 0.9167 0.9484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9706 0.9536 0.0170 1.8% 0.0037 0.4% 24% False True 55
10 0.9755 0.9536 0.0219 2.3% 0.0030 0.3% 19% False True 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9872
2.618 0.9768
1.618 0.9704
1.000 0.9664
0.618 0.9640
HIGH 0.9600
0.618 0.9576
0.500 0.9568
0.382 0.9560
LOW 0.9536
0.618 0.9496
1.000 0.9472
1.618 0.9432
2.618 0.9368
4.250 0.9264
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 0.9574 0.9618
PP 0.9571 0.9604
S1 0.9568 0.9591

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

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