CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 0.9719 0.9610 -0.0109 -1.1% 0.9556
High 0.9719 0.9668 -0.0051 -0.5% 0.9719
Low 0.9705 0.9610 -0.0095 -1.0% 0.9556
Close 0.9705 0.9668 -0.0037 -0.4% 0.9668
Range 0.0014 0.0058 0.0044 314.3% 0.0163
ATR 0.0044 0.0048 0.0004 8.3% 0.0000
Volume 569 19 -550 -96.7% 747
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9823 0.9803 0.9700
R3 0.9765 0.9745 0.9684
R2 0.9707 0.9707 0.9679
R1 0.9687 0.9687 0.9673 0.9697
PP 0.9649 0.9649 0.9649 0.9654
S1 0.9629 0.9629 0.9663 0.9639
S2 0.9591 0.9591 0.9657
S3 0.9533 0.9571 0.9652
S4 0.9475 0.9513 0.9636
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0137 1.0065 0.9758
R3 0.9974 0.9902 0.9713
R2 0.9811 0.9811 0.9698
R1 0.9739 0.9739 0.9683 0.9775
PP 0.9648 0.9648 0.9648 0.9666
S1 0.9576 0.9576 0.9653 0.9612
S2 0.9485 0.9485 0.9638
S3 0.9322 0.9413 0.9623
S4 0.9159 0.9250 0.9578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9719 0.9556 0.0163 1.7% 0.0037 0.4% 69% False False 149
10 0.9719 0.9536 0.0183 1.9% 0.0037 0.4% 72% False False 102
20 0.9922 0.9536 0.0386 4.0% 0.0028 0.3% 34% False False 81
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9820
1.618 0.9762
1.000 0.9726
0.618 0.9704
HIGH 0.9668
0.618 0.9646
0.500 0.9639
0.382 0.9632
LOW 0.9610
0.618 0.9574
1.000 0.9552
1.618 0.9516
2.618 0.9458
4.250 0.9364
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 0.9658 0.9665
PP 0.9649 0.9662
S1 0.9639 0.9660

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

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