CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 0.9630 0.9771 0.0141 1.5% 0.9705
High 0.9782 0.9784 0.0002 0.0% 0.9782
Low 0.9630 0.9771 0.0141 1.5% 0.9610
Close 0.9782 0.9784 0.0002 0.0% 0.9782
Range 0.0152 0.0013 -0.0139 -91.4% 0.0172
ATR 0.0054 0.0051 -0.0003 -5.4% 0.0000
Volume 16 30 14 87.5% 106
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9819 0.9814 0.9791
R3 0.9806 0.9801 0.9788
R2 0.9793 0.9793 0.9786
R1 0.9788 0.9788 0.9785 0.9791
PP 0.9780 0.9780 0.9780 0.9781
S1 0.9775 0.9775 0.9783 0.9778
S2 0.9767 0.9767 0.9782
S3 0.9754 0.9762 0.9780
S4 0.9741 0.9749 0.9777
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 0.9784 0.9610 0.0174 1.8% 0.0063 0.6% 100% True False 26
10 0.9784 0.9610 0.0174 1.8% 0.0046 0.5% 100% True False 28
20 0.9784 0.9579 0.0205 2.1% 0.0034 0.3% 100% True False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9839
2.618 0.9818
1.618 0.9805
1.000 0.9797
0.618 0.9792
HIGH 0.9784
0.618 0.9779
0.500 0.9778
0.382 0.9776
LOW 0.9771
0.618 0.9763
1.000 0.9758
1.618 0.9750
2.618 0.9737
4.250 0.9716
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 0.9782 0.9755
PP 0.9780 0.9726
S1 0.9778 0.9697

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

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