CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 0.9687 0.9695 0.0008 0.1% 0.9556
High 0.9695 0.9695 0.0000 0.0% 0.9719
Low 0.9675 0.9695 0.0020 0.2% 0.9556
Close 0.9675 0.9695 0.0020 0.2% 0.9668
Range 0.0020 0.0000 -0.0020 -100.0% 0.0163
ATR 0.0043 0.0042 -0.0002 -3.8% 0.0000
Volume 1 5 4 400.0% 747
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9695 0.9695 0.9695
R3 0.9695 0.9695 0.9695
R2 0.9695 0.9695 0.9695
R1 0.9695 0.9695 0.9695 0.9695
PP 0.9695 0.9695 0.9695 0.9695
S1 0.9695 0.9695 0.9695 0.9695
S2 0.9695 0.9695 0.9695
S3 0.9695 0.9695 0.9695
S4 0.9695 0.9695 0.9695
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0137 1.0065 0.9758
R3 0.9974 0.9902 0.9713
R2 0.9811 0.9811 0.9698
R1 0.9739 0.9739 0.9683 0.9775
PP 0.9648 0.9648 0.9648 0.9666
S1 0.9576 0.9576 0.9653 0.9612
S2 0.9485 0.9485 0.9638
S3 0.9322 0.9413 0.9623
S4 0.9159 0.9250 0.9578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9695 0.9610 0.0085 0.9% 0.0021 0.2% 100% True False 48
10 0.9719 0.9536 0.0183 1.9% 0.0029 0.3% 87% False False 104
20 0.9800 0.9536 0.0264 2.7% 0.0028 0.3% 60% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9695
2.618 0.9695
1.618 0.9695
1.000 0.9695
0.618 0.9695
HIGH 0.9695
0.618 0.9695
0.500 0.9695
0.382 0.9695
LOW 0.9695
0.618 0.9695
1.000 0.9695
1.618 0.9695
2.618 0.9695
4.250 0.9695
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 0.9695 0.9692
PP 0.9695 0.9688
S1 0.9695 0.9685

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

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