CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 0.9820 0.9800 -0.0020 -0.2% 0.9771
High 0.9820 0.9800 -0.0020 -0.2% 0.9840
Low 0.9815 0.9751 -0.0064 -0.7% 0.9751
Close 0.9815 0.9751 -0.0064 -0.7% 0.9751
Range 0.0005 0.0049 0.0044 880.0% 0.0089
ATR 0.0048 0.0049 0.0001 2.4% 0.0000
Volume 10 9 -1 -10.0% 58
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9914 0.9882 0.9778
R3 0.9865 0.9833 0.9764
R2 0.9816 0.9816 0.9760
R1 0.9784 0.9784 0.9755 0.9776
PP 0.9767 0.9767 0.9767 0.9763
S1 0.9735 0.9735 0.9747 0.9727
S2 0.9718 0.9718 0.9742
S3 0.9669 0.9686 0.9738
S4 0.9620 0.9637 0.9724
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0048 0.9988 0.9800
R3 0.9959 0.9899 0.9775
R2 0.9870 0.9870 0.9767
R1 0.9810 0.9810 0.9759 0.9796
PP 0.9781 0.9781 0.9781 0.9773
S1 0.9721 0.9721 0.9743 0.9707
S2 0.9692 0.9692 0.9735
S3 0.9603 0.9632 0.9727
S4 0.9514 0.9543 0.9702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9840 0.9630 0.0210 2.2% 0.0050 0.5% 58% False False 14
10 0.9840 0.9610 0.0230 2.4% 0.0046 0.5% 61% False False 20
20 0.9840 0.9610 0.0230 2.4% 0.0033 0.3% 61% False False 39
40 0.9922 0.9536 0.0386 4.0% 0.0029 0.3% 56% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0008
2.618 0.9928
1.618 0.9879
1.000 0.9849
0.618 0.9830
HIGH 0.9800
0.618 0.9781
0.500 0.9776
0.382 0.9770
LOW 0.9751
0.618 0.9721
1.000 0.9702
1.618 0.9672
2.618 0.9623
4.250 0.9543
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 0.9776 0.9796
PP 0.9767 0.9781
S1 0.9759 0.9766

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

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