CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 0.9810 0.9820 0.0010 0.1% 0.9705
High 0.9840 0.9820 -0.0020 -0.2% 0.9782
Low 0.9810 0.9815 0.0005 0.1% 0.9610
Close 0.9821 0.9815 -0.0006 -0.1% 0.9782
Range 0.0030 0.0005 -0.0025 -83.3% 0.0172
ATR 0.0051 0.0048 -0.0003 -6.3% 0.0000
Volume 9 10 1 11.1% 106
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9832 0.9828 0.9818
R3 0.9827 0.9823 0.9816
R2 0.9822 0.9822 0.9816
R1 0.9818 0.9818 0.9815 0.9818
PP 0.9817 0.9817 0.9817 0.9816
S1 0.9813 0.9813 0.9815 0.9813
S2 0.9812 0.9812 0.9814
S3 0.9807 0.9808 0.9814
S4 0.9802 0.9803 0.9812
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 0.9840 0.9610 0.0230 2.3% 0.0057 0.6% 89% False False 23
10 0.9840 0.9610 0.0230 2.3% 0.0047 0.5% 89% False False 22
20 0.9840 0.9610 0.0230 2.3% 0.0031 0.3% 89% False False 67
40 0.9922 0.9536 0.0386 3.9% 0.0028 0.3% 72% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9841
2.618 0.9833
1.618 0.9828
1.000 0.9825
0.618 0.9823
HIGH 0.9820
0.618 0.9818
0.500 0.9818
0.382 0.9817
LOW 0.9815
0.618 0.9812
1.000 0.9810
1.618 0.9807
2.618 0.9802
4.250 0.9794
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 0.9818 0.9812
PP 0.9817 0.9809
S1 0.9816 0.9806

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

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