CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 0.9600 0.9556 -0.0044 -0.5% 0.9691
High 0.9600 0.9574 -0.0026 -0.3% 0.9706
Low 0.9536 0.9556 0.0020 0.2% 0.9536
Close 0.9577 0.9573 -0.0004 0.0% 0.9577
Range 0.0064 0.0018 -0.0046 -71.9% 0.0170
ATR 0.0042 0.0040 -0.0001 -3.5% 0.0000
Volume 72 45 -27 -37.5% 232
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9622 0.9615 0.9583
R3 0.9604 0.9597 0.9578
R2 0.9586 0.9586 0.9576
R1 0.9579 0.9579 0.9575 0.9583
PP 0.9568 0.9568 0.9568 0.9569
S1 0.9561 0.9561 0.9571 0.9565
S2 0.9550 0.9550 0.9570
S3 0.9532 0.9543 0.9568
S4 0.9514 0.9525 0.9563
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% 0.0038 0.4% 22% False False 55
10 0.9755 0.9536 0.0219 2.3% 0.0032 0.3% 17% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9621
1.618 0.9603
1.000 0.9592
0.618 0.9585
HIGH 0.9574
0.618 0.9567
0.500 0.9565
0.382 0.9563
LOW 0.9556
0.618 0.9545
1.000 0.9538
1.618 0.9527
2.618 0.9509
4.250 0.9480
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 0.9570 0.9589
PP 0.9568 0.9583
S1 0.9565 0.9578

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

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