CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 0.9695 0.9630 -0.0065 -0.7% 0.9705
High 0.9695 0.9782 0.0087 0.9% 0.9782
Low 0.9610 0.9630 0.0020 0.2% 0.9610
Close 0.9610 0.9782 0.0172 1.8% 0.9782
Range 0.0085 0.0152 0.0067 78.8% 0.0172
ATR 0.0045 0.0054 0.0009 20.4% 0.0000
Volume 53 16 -37 -69.8% 106
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0187 1.0137 0.9866
R3 1.0035 0.9985 0.9824
R2 0.9883 0.9883 0.9810
R1 0.9833 0.9833 0.9796 0.9858
PP 0.9731 0.9731 0.9731 0.9744
S1 0.9681 0.9681 0.9768 0.9706
S2 0.9579 0.9579 0.9754
S3 0.9427 0.9529 0.9740
S4 0.9275 0.9377 0.9698
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0241 1.0183 0.9877
R3 1.0069 1.0011 0.9829
R2 0.9897 0.9897 0.9814
R1 0.9839 0.9839 0.9798 0.9868
PP 0.9725 0.9725 0.9725 0.9739
S1 0.9667 0.9667 0.9766 0.9696
S2 0.9553 0.9553 0.9750
S3 0.9381 0.9495 0.9735
S4 0.9209 0.9323 0.9687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9782 0.9610 0.0172 1.8% 0.0072 0.7% 100% True False 21
10 0.9782 0.9610 0.0172 1.8% 0.0046 0.5% 100% True False 28
20 0.9782 0.9556 0.0226 2.3% 0.0034 0.4% 100% True False 73
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 38 trading days
Fibonacci Retracements and Extensions
4.250 1.0428
2.618 1.0180
1.618 1.0028
1.000 0.9934
0.618 0.9876
HIGH 0.9782
0.618 0.9724
0.500 0.9706
0.382 0.9688
LOW 0.9630
0.618 0.9536
1.000 0.9478
1.618 0.9384
2.618 0.9232
4.250 0.8984
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 0.9757 0.9753
PP 0.9731 0.9725
S1 0.9706 0.9696

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

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