CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 0.9771 0.9810 0.0039 0.4% 0.9705
High 0.9784 0.9840 0.0056 0.6% 0.9782
Low 0.9771 0.9810 0.0039 0.4% 0.9610
Close 0.9784 0.9821 0.0037 0.4% 0.9782
Range 0.0013 0.0030 0.0017 130.8% 0.0172
ATR 0.0051 0.0051 0.0000 0.7% 0.0000
Volume 30 9 -21 -70.0% 106
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9914 0.9897 0.9838
R3 0.9884 0.9867 0.9829
R2 0.9854 0.9854 0.9827
R1 0.9837 0.9837 0.9824 0.9846
PP 0.9824 0.9824 0.9824 0.9828
S1 0.9807 0.9807 0.9818 0.9816
S2 0.9794 0.9794 0.9816
S3 0.9764 0.9777 0.9813
S4 0.9734 0.9747 0.9805
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% 0.0060 0.6% 92% True False 24
10 0.9840 0.9610 0.0230 2.3% 0.0047 0.5% 92% True False 24
20 0.9840 0.9600 0.0240 2.4% 0.0035 0.4% 92% True False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9968
2.618 0.9919
1.618 0.9889
1.000 0.9870
0.618 0.9859
HIGH 0.9840
0.618 0.9829
0.500 0.9825
0.382 0.9821
LOW 0.9810
0.618 0.9791
1.000 0.9780
1.618 0.9761
2.618 0.9731
4.250 0.9683
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 0.9825 0.9792
PP 0.9824 0.9764
S1 0.9822 0.9735

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

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