CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 0.9705 0.9667 -0.0038 -0.4% 0.9699
High 0.9705 0.9714 0.0009 0.1% 0.9775
Low 0.9650 0.9667 0.0017 0.2% 0.9670
Close 0.9663 0.9714 0.0051 0.5% 0.9705
Range 0.0055 0.0047 -0.0008 -14.5% 0.0105
ATR 0.0043 0.0043 0.0001 1.4% 0.0000
Volume 4 20 16 400.0% 183
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9839 0.9824 0.9740
R3 0.9792 0.9777 0.9727
R2 0.9745 0.9745 0.9723
R1 0.9730 0.9730 0.9718 0.9738
PP 0.9698 0.9698 0.9698 0.9702
S1 0.9683 0.9683 0.9710 0.9691
S2 0.9651 0.9651 0.9705
S3 0.9604 0.9636 0.9701
S4 0.9557 0.9589 0.9688
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0032 0.9973 0.9763
R3 0.9927 0.9868 0.9734
R2 0.9822 0.9822 0.9724
R1 0.9763 0.9763 0.9715 0.9793
PP 0.9717 0.9717 0.9717 0.9731
S1 0.9658 0.9658 0.9695 0.9688
S2 0.9612 0.9612 0.9686
S3 0.9507 0.9553 0.9676
S4 0.9402 0.9448 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9752 0.9650 0.0102 1.1% 0.0033 0.3% 63% False False 25
10 0.9775 0.9650 0.0125 1.3% 0.0022 0.2% 51% False False 42
20 0.9775 0.9536 0.0239 2.5% 0.0029 0.3% 74% False False 77
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9914
2.618 0.9837
1.618 0.9790
1.000 0.9761
0.618 0.9743
HIGH 0.9714
0.618 0.9696
0.500 0.9691
0.382 0.9685
LOW 0.9667
0.618 0.9638
1.000 0.9620
1.618 0.9591
2.618 0.9544
4.250 0.9467
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 0.9706 0.9703
PP 0.9698 0.9693
S1 0.9691 0.9682

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

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