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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 0.9691 0.9698 0.0007 0.1% 0.9712
High 0.9750 0.9729 -0.0021 -0.2% 0.9750
Low 0.9674 0.9692 0.0018 0.2% 0.9650
Close 0.9698 0.9723 0.0025 0.3% 0.9698
Range 0.0076 0.0037 -0.0039 -51.3% 0.0100
ATR 0.0055 0.0053 -0.0001 -2.3% 0.0000
Volume 33,232 23,522 -9,710 -29.2% 57,996
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9826 0.9811 0.9743
R3 0.9789 0.9774 0.9733
R2 0.9752 0.9752 0.9730
R1 0.9737 0.9737 0.9726 0.9745
PP 0.9715 0.9715 0.9715 0.9718
S1 0.9700 0.9700 0.9720 0.9708
S2 0.9678 0.9678 0.9716
S3 0.9641 0.9663 0.9713
S4 0.9604 0.9626 0.9703
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9999 0.9949 0.9753
R3 0.9899 0.9849 0.9726
R2 0.9799 0.9799 0.9716
R1 0.9749 0.9749 0.9707 0.9724
PP 0.9699 0.9699 0.9699 0.9687
S1 0.9649 0.9649 0.9689 0.9624
S2 0.9599 0.9599 0.9680
S3 0.9499 0.9549 0.9671
S4 0.9399 0.9449 0.9643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9650 0.0100 1.0% 0.0053 0.5% 73% False False 15,018
10 0.9760 0.9646 0.0114 1.2% 0.0056 0.6% 68% False False 8,932
20 0.9972 0.9646 0.0326 3.4% 0.0055 0.6% 24% False False 4,814
40 1.0151 0.9646 0.0505 5.2% 0.0050 0.5% 15% False False 2,626
60 1.0151 0.9646 0.0505 5.2% 0.0043 0.4% 15% False False 1,774
80 1.0151 0.9646 0.0505 5.2% 0.0037 0.4% 15% False False 1,345
100 1.0169 0.9646 0.0523 5.4% 0.0036 0.4% 15% False False 1,084
120 1.0200 0.9646 0.0554 5.7% 0.0032 0.3% 14% False False 907
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9886
2.618 0.9826
1.618 0.9789
1.000 0.9766
0.618 0.9752
HIGH 0.9729
0.618 0.9715
0.500 0.9711
0.382 0.9706
LOW 0.9692
0.618 0.9669
1.000 0.9655
1.618 0.9632
2.618 0.9595
4.250 0.9535
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 0.9719 0.9717
PP 0.9715 0.9711
S1 0.9711 0.9705

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

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