CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 0.9695 0.9725 0.0030 0.3% 0.9667
High 0.9695 0.9725 0.0030 0.3% 0.9725
Low 0.9695 0.9725 0.0030 0.3% 0.9650
Close 0.9695 0.9725 0.0030 0.3% 0.9725
Range
ATR 0.0042 0.0041 -0.0001 -2.0% 0.0000
Volume 5 208 203 4,060.0% 432
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9725 0.9725 0.9725
R3 0.9725 0.9725 0.9725
R2 0.9725 0.9725 0.9725
R1 0.9725 0.9725 0.9725 0.9725
PP 0.9725 0.9725 0.9725 0.9725
S1 0.9725 0.9725 0.9725 0.9725
S2 0.9725 0.9725 0.9725
S3 0.9725 0.9725 0.9725
S4 0.9725 0.9725 0.9725
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9925 0.9900 0.9766
R3 0.9850 0.9825 0.9746
R2 0.9775 0.9775 0.9739
R1 0.9750 0.9750 0.9732 0.9763
PP 0.9700 0.9700 0.9700 0.9706
S1 0.9675 0.9675 0.9718 0.9688
S2 0.9625 0.9625 0.9711
S3 0.9550 0.9600 0.9704
S4 0.9475 0.9525 0.9684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9650 0.0075 0.8% 0.0009 0.1% 100% True False 86
10 0.9725 0.9556 0.0169 1.7% 0.0023 0.2% 100% True False 117
20 0.9755 0.9536 0.0219 2.3% 0.0026 0.3% 86% False False 100
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.9725
2.618 0.9725
1.618 0.9725
1.000 0.9725
0.618 0.9725
HIGH 0.9725
0.618 0.9725
0.500 0.9725
0.382 0.9725
LOW 0.9725
0.618 0.9725
1.000 0.9725
1.618 0.9725
2.618 0.9725
4.250 0.9725
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 0.9725 0.9717
PP 0.9725 0.9708
S1 0.9725 0.9700

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

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