CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 0.9600 0.9719 0.0119 1.2% 0.9691
High 0.9682 0.9719 0.0037 0.4% 0.9706
Low 0.9600 0.9705 0.0105 1.1% 0.9536
Close 0.9667 0.9705 0.0038 0.4% 0.9577
Range 0.0082 0.0014 -0.0068 -82.9% 0.0170
ATR 0.0043 0.0044 0.0001 1.4% 0.0000
Volume 23 569 546 2,373.9% 232
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9752 0.9742 0.9713
R3 0.9738 0.9728 0.9709
R2 0.9724 0.9724 0.9708
R1 0.9714 0.9714 0.9706 0.9712
PP 0.9710 0.9710 0.9710 0.9709
S1 0.9700 0.9700 0.9704 0.9698
S2 0.9696 0.9696 0.9702
S3 0.9682 0.9686 0.9701
S4 0.9668 0.9672 0.9697
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 0.9719 0.9536 0.0183 1.9% 0.0038 0.4% 92% True False 160
10 0.9719 0.9536 0.0183 1.9% 0.0036 0.4% 92% True False 105
20 0.9922 0.9536 0.0386 4.0% 0.0025 0.3% 44% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9779
2.618 0.9756
1.618 0.9742
1.000 0.9733
0.618 0.9728
HIGH 0.9719
0.618 0.9714
0.500 0.9712
0.382 0.9710
LOW 0.9705
0.618 0.9696
1.000 0.9691
1.618 0.9682
2.618 0.9668
4.250 0.9646
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 0.9712 0.9686
PP 0.9710 0.9668
S1 0.9707 0.9649

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

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