CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 0.9687 0.9687 0.0000 0.0% 0.9556
High 0.9695 0.9695 0.0000 0.0% 0.9719
Low 0.9687 0.9675 -0.0012 -0.1% 0.9556
Close 0.9695 0.9675 -0.0020 -0.2% 0.9668
Range 0.0008 0.0020 0.0012 150.0% 0.0163
ATR 0.0045 0.0043 -0.0002 -4.0% 0.0000
Volume 189 1 -188 -99.5% 747
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9742 0.9728 0.9686
R3 0.9722 0.9708 0.9681
R2 0.9702 0.9702 0.9679
R1 0.9688 0.9688 0.9677 0.9685
PP 0.9682 0.9682 0.9682 0.9680
S1 0.9668 0.9668 0.9673 0.9665
S2 0.9662 0.9662 0.9671
S3 0.9642 0.9648 0.9670
S4 0.9622 0.9628 0.9664
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 0.9610 0.0109 1.1% 0.0023 0.2% 60% False False 161
10 0.9719 0.9536 0.0183 1.9% 0.0034 0.3% 76% False False 104
20 0.9842 0.9536 0.0306 3.2% 0.0030 0.3% 45% False False 91
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9780
2.618 0.9747
1.618 0.9727
1.000 0.9715
0.618 0.9707
HIGH 0.9695
0.618 0.9687
0.500 0.9685
0.382 0.9683
LOW 0.9675
0.618 0.9663
1.000 0.9655
1.618 0.9643
2.618 0.9623
4.250 0.9590
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 0.9685 0.9674
PP 0.9682 0.9673
S1 0.9678 0.9673

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

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