CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 0.9728 0.9728 0.0000 0.0% 0.9755
High 0.9728 0.9728 0.0000 0.0% 0.9800
Low 0.9705 0.9620 -0.0085 -0.9% 0.9670
Close 0.9712 0.9625 -0.0087 -0.9% 0.9721
Range 0.0023 0.0108 0.0085 369.6% 0.0130
ATR 0.0062 0.0065 0.0003 5.3% 0.0000
Volume 120 322 202 168.3% 1,065
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9982 0.9911 0.9684
R3 0.9874 0.9803 0.9655
R2 0.9766 0.9766 0.9645
R1 0.9695 0.9695 0.9635 0.9677
PP 0.9658 0.9658 0.9658 0.9648
S1 0.9587 0.9587 0.9615 0.9569
S2 0.9550 0.9550 0.9605
S3 0.9442 0.9479 0.9595
S4 0.9334 0.9371 0.9566
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0120 1.0051 0.9793
R3 0.9990 0.9921 0.9757
R2 0.9860 0.9860 0.9745
R1 0.9791 0.9791 0.9733 0.9761
PP 0.9730 0.9730 0.9730 0.9715
S1 0.9661 0.9661 0.9709 0.9631
S2 0.9600 0.9600 0.9697
S3 0.9470 0.9531 0.9685
S4 0.9340 0.9401 0.9650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9736 0.9620 0.0116 1.2% 0.0059 0.6% 4% False True 246
10 0.9800 0.9620 0.0180 1.9% 0.0060 0.6% 3% False True 211
20 0.9800 0.9545 0.0255 2.6% 0.0061 0.6% 31% False False 243
40 1.0097 0.9545 0.0552 5.7% 0.0057 0.6% 14% False False 204
60 1.0136 0.9545 0.0591 6.1% 0.0050 0.5% 14% False False 159
80 1.0136 0.9545 0.0591 6.1% 0.0046 0.5% 14% False False 156
100 1.0136 0.9545 0.0591 6.1% 0.0043 0.4% 14% False False 160
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 0.0008
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 1.0187
2.618 1.0011
1.618 0.9903
1.000 0.9836
0.618 0.9795
HIGH 0.9728
0.618 0.9687
0.500 0.9674
0.382 0.9661
LOW 0.9620
0.618 0.9553
1.000 0.9512
1.618 0.9445
2.618 0.9337
4.250 0.9161
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 0.9674 0.9678
PP 0.9658 0.9660
S1 0.9641 0.9643

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

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