CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 0.9610 0.9667 0.0057 0.6% 0.9556
High 0.9668 0.9667 -0.0001 0.0% 0.9719
Low 0.9610 0.9650 0.0040 0.4% 0.9556
Close 0.9668 0.9655 -0.0013 -0.1% 0.9668
Range 0.0058 0.0017 -0.0041 -70.7% 0.0163
ATR 0.0048 0.0045 -0.0002 -4.4% 0.0000
Volume 19 29 10 52.6% 747
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9708 0.9699 0.9664
R3 0.9691 0.9682 0.9660
R2 0.9674 0.9674 0.9658
R1 0.9665 0.9665 0.9657 0.9661
PP 0.9657 0.9657 0.9657 0.9656
S1 0.9648 0.9648 0.9653 0.9644
S2 0.9640 0.9640 0.9652
S3 0.9623 0.9631 0.9650
S4 0.9606 0.9614 0.9646
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 0.9579 0.0140 1.5% 0.0037 0.4% 54% False False 146
10 0.9719 0.9536 0.0183 1.9% 0.0037 0.4% 65% False False 100
20 0.9904 0.9536 0.0368 3.8% 0.0029 0.3% 32% False False 82
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9739
2.618 0.9712
1.618 0.9695
1.000 0.9684
0.618 0.9678
HIGH 0.9667
0.618 0.9661
0.500 0.9659
0.382 0.9656
LOW 0.9650
0.618 0.9639
1.000 0.9633
1.618 0.9622
2.618 0.9605
4.250 0.9578
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 0.9659 0.9665
PP 0.9657 0.9661
S1 0.9656 0.9658

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

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