CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 0.9667 0.9687 0.0020 0.2% 0.9556
High 0.9667 0.9695 0.0028 0.3% 0.9719
Low 0.9650 0.9687 0.0037 0.4% 0.9556
Close 0.9655 0.9695 0.0040 0.4% 0.9668
Range 0.0017 0.0008 -0.0009 -52.9% 0.0163
ATR 0.0045 0.0045 0.0000 -0.9% 0.0000
Volume 29 189 160 551.7% 747
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9716 0.9714 0.9699
R3 0.9708 0.9706 0.9697
R2 0.9700 0.9700 0.9696
R1 0.9698 0.9698 0.9696 0.9699
PP 0.9692 0.9692 0.9692 0.9693
S1 0.9690 0.9690 0.9694 0.9691
S2 0.9684 0.9684 0.9694
S3 0.9676 0.9682 0.9693
S4 0.9668 0.9674 0.9691
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 0.9600 0.0119 1.2% 0.0036 0.4% 80% False False 165
10 0.9719 0.9536 0.0183 1.9% 0.0036 0.4% 87% False False 112
20 0.9882 0.9536 0.0346 3.6% 0.0029 0.3% 46% False False 91
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9729
2.618 0.9716
1.618 0.9708
1.000 0.9703
0.618 0.9700
HIGH 0.9695
0.618 0.9692
0.500 0.9691
0.382 0.9690
LOW 0.9687
0.618 0.9682
1.000 0.9679
1.618 0.9674
2.618 0.9666
4.250 0.9653
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 0.9694 0.9681
PP 0.9692 0.9667
S1 0.9691 0.9653

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

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