CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1.0040 1.0008 -0.0032 -0.3% 0.9970
High 1.0065 1.0019 -0.0046 -0.5% 1.0039
Low 0.9998 0.9960 -0.0038 -0.4% 0.9923
Close 1.0011 0.9980 -0.0031 -0.3% 1.0014
Range 0.0067 0.0059 -0.0008 -11.9% 0.0116
ATR 0.0066 0.0065 0.0000 -0.7% 0.0000
Volume 722 538 -184 -25.5% 1,291
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0163 1.0131 1.0012
R3 1.0104 1.0072 0.9996
R2 1.0045 1.0045 0.9991
R1 1.0013 1.0013 0.9985 1.0000
PP 0.9986 0.9986 0.9986 0.9980
S1 0.9954 0.9954 0.9975 0.9941
S2 0.9927 0.9927 0.9969
S3 0.9868 0.9895 0.9964
S4 0.9809 0.9836 0.9948
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0340 1.0293 1.0078
R3 1.0224 1.0177 1.0046
R2 1.0108 1.0108 1.0035
R1 1.0061 1.0061 1.0025 1.0085
PP 0.9992 0.9992 0.9992 1.0004
S1 0.9945 0.9945 1.0003 0.9969
S2 0.9876 0.9876 0.9993
S3 0.9760 0.9829 0.9982
S4 0.9644 0.9713 0.9950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0065 0.9923 0.0142 1.4% 0.0065 0.6% 40% False False 407
10 1.0065 0.9923 0.0142 1.4% 0.0057 0.6% 40% False False 293
20 1.0065 0.9825 0.0240 2.4% 0.0058 0.6% 65% False False 234
40 1.0065 0.9664 0.0401 4.0% 0.0062 0.6% 79% False False 190
60 1.0065 0.9484 0.0581 5.8% 0.0067 0.7% 85% False False 179
80 1.0065 0.9484 0.0581 5.8% 0.0065 0.6% 85% False False 149
100 1.0065 0.9360 0.0705 7.1% 0.0062 0.6% 88% False False 132
120 1.0195 0.9360 0.0835 8.4% 0.0058 0.6% 74% False False 119
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0270
2.618 1.0173
1.618 1.0114
1.000 1.0078
0.618 1.0055
HIGH 1.0019
0.618 0.9996
0.500 0.9990
0.382 0.9983
LOW 0.9960
0.618 0.9924
1.000 0.9901
1.618 0.9865
2.618 0.9806
4.250 0.9709
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 0.9990 1.0013
PP 0.9986 1.0002
S1 0.9983 0.9991

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

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