CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 0.9699 0.9754 0.0055 0.6% 0.9667
High 0.9713 0.9775 0.0062 0.6% 0.9725
Low 0.9699 0.9754 0.0055 0.6% 0.9650
Close 0.9713 0.9770 0.0057 0.6% 0.9725
Range 0.0014 0.0021 0.0007 50.0% 0.0075
ATR 0.0040 0.0041 0.0002 4.0% 0.0000
Volume 37 45 8 21.6% 432
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9829 0.9821 0.9782
R3 0.9808 0.9800 0.9776
R2 0.9787 0.9787 0.9774
R1 0.9779 0.9779 0.9772 0.9783
PP 0.9766 0.9766 0.9766 0.9769
S1 0.9758 0.9758 0.9768 0.9762
S2 0.9745 0.9745 0.9766
S3 0.9724 0.9737 0.9764
S4 0.9703 0.9716 0.9758
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 0.9775 0.9675 0.0100 1.0% 0.0011 0.1% 95% True False 59
10 0.9775 0.9600 0.0175 1.8% 0.0023 0.2% 97% True False 112
20 0.9775 0.9536 0.0239 2.4% 0.0027 0.3% 98% True False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9864
2.618 0.9830
1.618 0.9809
1.000 0.9796
0.618 0.9788
HIGH 0.9775
0.618 0.9767
0.500 0.9765
0.382 0.9762
LOW 0.9754
0.618 0.9741
1.000 0.9733
1.618 0.9720
2.618 0.9699
4.250 0.9665
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 0.9768 0.9759
PP 0.9766 0.9748
S1 0.9765 0.9737

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

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