CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 0.9725 0.9699 -0.0026 -0.3% 0.9667
High 0.9725 0.9713 -0.0012 -0.1% 0.9725
Low 0.9725 0.9699 -0.0026 -0.3% 0.9650
Close 0.9725 0.9713 -0.0012 -0.1% 0.9725
Range 0.0000 0.0014 0.0014 0.0075
ATR 0.0041 0.0040 -0.0001 -2.6% 0.0000
Volume 208 37 -171 -82.2% 432
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9750 0.9746 0.9721
R3 0.9736 0.9732 0.9717
R2 0.9722 0.9722 0.9716
R1 0.9718 0.9718 0.9714 0.9720
PP 0.9708 0.9708 0.9708 0.9710
S1 0.9704 0.9704 0.9712 0.9706
S2 0.9694 0.9694 0.9710
S3 0.9680 0.9690 0.9709
S4 0.9666 0.9676 0.9705
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 0.9675 0.0050 0.5% 0.0008 0.1% 76% False False 88
10 0.9725 0.9579 0.0146 1.5% 0.0023 0.2% 92% False False 117
20 0.9755 0.9536 0.0219 2.3% 0.0027 0.3% 81% False False 79
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9773
2.618 0.9750
1.618 0.9736
1.000 0.9727
0.618 0.9722
HIGH 0.9713
0.618 0.9708
0.500 0.9706
0.382 0.9704
LOW 0.9699
0.618 0.9690
1.000 0.9685
1.618 0.9676
2.618 0.9662
4.250 0.9640
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 0.9711 0.9712
PP 0.9708 0.9711
S1 0.9706 0.9710

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

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