CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 0.9707 0.9695 -0.0012 -0.1% 0.9699
High 0.9714 0.9695 -0.0019 -0.2% 0.9775
Low 0.9695 0.9610 -0.0085 -0.9% 0.9670
Close 0.9695 0.9610 -0.0085 -0.9% 0.9705
Range 0.0019 0.0085 0.0066 347.4% 0.0105
ATR 0.0042 0.0045 0.0003 7.5% 0.0000
Volume 13 53 40 307.7% 183
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9893 0.9837 0.9657
R3 0.9808 0.9752 0.9633
R2 0.9723 0.9723 0.9626
R1 0.9667 0.9667 0.9618 0.9653
PP 0.9638 0.9638 0.9638 0.9631
S1 0.9582 0.9582 0.9602 0.9568
S2 0.9553 0.9553 0.9594
S3 0.9468 0.9497 0.9587
S4 0.9383 0.9412 0.9563
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 0.9714 0.9610 0.0104 1.1% 0.0043 0.4% 0% False True 26
10 0.9775 0.9610 0.0165 1.7% 0.0031 0.3% 0% False True 48
20 0.9775 0.9536 0.0239 2.5% 0.0030 0.3% 31% False False 76
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 37 trading days
Fibonacci Retracements and Extensions
4.250 1.0056
2.618 0.9918
1.618 0.9833
1.000 0.9780
0.618 0.9748
HIGH 0.9695
0.618 0.9663
0.500 0.9653
0.382 0.9642
LOW 0.9610
0.618 0.9557
1.000 0.9525
1.618 0.9472
2.618 0.9387
4.250 0.9249
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 0.9653 0.9662
PP 0.9638 0.9645
S1 0.9624 0.9627

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

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