CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 0.9592 0.9600 0.0008 0.1% 0.9691
High 0.9592 0.9682 0.0090 0.9% 0.9706
Low 0.9579 0.9600 0.0021 0.2% 0.9536
Close 0.9579 0.9667 0.0088 0.9% 0.9577
Range 0.0013 0.0082 0.0069 530.8% 0.0170
ATR 0.0039 0.0043 0.0005 11.9% 0.0000
Volume 91 23 -68 -74.7% 232
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9896 0.9863 0.9712
R3 0.9814 0.9781 0.9690
R2 0.9732 0.9732 0.9682
R1 0.9699 0.9699 0.9675 0.9716
PP 0.9650 0.9650 0.9650 0.9658
S1 0.9617 0.9617 0.9659 0.9634
S2 0.9568 0.9568 0.9652
S3 0.9486 0.9535 0.9644
S4 0.9404 0.9453 0.9622
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 0.9682 0.9536 0.0146 1.5% 0.0044 0.5% 90% True False 48
10 0.9707 0.9536 0.0171 1.8% 0.0037 0.4% 77% False False 51
20 0.9922 0.9536 0.0386 4.0% 0.0026 0.3% 34% False False 52
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 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9897
1.618 0.9815
1.000 0.9764
0.618 0.9733
HIGH 0.9682
0.618 0.9651
0.500 0.9641
0.382 0.9631
LOW 0.9600
0.618 0.9549
1.000 0.9518
1.618 0.9467
2.618 0.9385
4.250 0.9252
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 0.9658 0.9651
PP 0.9650 0.9635
S1 0.9641 0.9619

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

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