CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 0.9696 0.9705 0.0009 0.1% 0.9699
High 0.9705 0.9705 0.0000 0.0% 0.9775
Low 0.9696 0.9650 -0.0046 -0.5% 0.9670
Close 0.9705 0.9663 -0.0042 -0.4% 0.9705
Range 0.0009 0.0055 0.0046 511.1% 0.0105
ATR 0.0042 0.0043 0.0001 2.3% 0.0000
Volume 43 4 -39 -90.7% 183
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9838 0.9805 0.9693
R3 0.9783 0.9750 0.9678
R2 0.9728 0.9728 0.9673
R1 0.9695 0.9695 0.9668 0.9684
PP 0.9673 0.9673 0.9673 0.9667
S1 0.9640 0.9640 0.9658 0.9629
S2 0.9618 0.9618 0.9653
S3 0.9563 0.9585 0.9648
S4 0.9508 0.9530 0.9633
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0032 0.9973 0.9763
R3 0.9927 0.9868 0.9734
R2 0.9822 0.9822 0.9724
R1 0.9763 0.9763 0.9715 0.9793
PP 0.9717 0.9717 0.9717 0.9731
S1 0.9658 0.9658 0.9695 0.9688
S2 0.9612 0.9612 0.9686
S3 0.9507 0.9553 0.9676
S4 0.9402 0.9448 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9650 0.0125 1.3% 0.0028 0.3% 10% False True 30
10 0.9775 0.9650 0.0125 1.3% 0.0018 0.2% 10% False True 59
20 0.9775 0.9536 0.0239 2.5% 0.0028 0.3% 53% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9939
2.618 0.9849
1.618 0.9794
1.000 0.9760
0.618 0.9739
HIGH 0.9705
0.618 0.9684
0.500 0.9678
0.382 0.9671
LOW 0.9650
0.618 0.9616
1.000 0.9595
1.618 0.9561
2.618 0.9506
4.250 0.9416
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 0.9678 0.9688
PP 0.9673 0.9679
S1 0.9668 0.9671

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

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