CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 0.9556 0.9592 0.0036 0.4% 0.9691
High 0.9574 0.9592 0.0018 0.2% 0.9706
Low 0.9556 0.9579 0.0023 0.2% 0.9536
Close 0.9573 0.9579 0.0006 0.1% 0.9577
Range 0.0018 0.0013 -0.0005 -27.8% 0.0170
ATR 0.0040 0.0039 -0.0002 -3.8% 0.0000
Volume 45 91 46 102.2% 232
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9622 0.9614 0.9586
R3 0.9609 0.9601 0.9583
R2 0.9596 0.9596 0.9581
R1 0.9588 0.9588 0.9580 0.9586
PP 0.9583 0.9583 0.9583 0.9582
S1 0.9575 0.9575 0.9578 0.9573
S2 0.9570 0.9570 0.9577
S3 0.9557 0.9562 0.9575
S4 0.9544 0.9549 0.9572
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 0.9700 0.9536 0.0164 1.7% 0.0037 0.4% 26% False False 60
10 0.9755 0.9536 0.0219 2.3% 0.0031 0.3% 20% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9647
2.618 0.9626
1.618 0.9613
1.000 0.9605
0.618 0.9600
HIGH 0.9592
0.618 0.9587
0.500 0.9586
0.382 0.9584
LOW 0.9579
0.618 0.9571
1.000 0.9566
1.618 0.9558
2.618 0.9545
4.250 0.9524
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 0.9586 0.9575
PP 0.9583 0.9572
S1 0.9581 0.9568

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

View Archives - Comment on this page... - Back to Index of Symbols