CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 0.9778 0.9737 -0.0041 -0.4% 0.9771
High 0.9778 0.9737 -0.0041 -0.4% 0.9840
Low 0.9727 0.9737 0.0010 0.1% 0.9751
Close 0.9727 0.9737 0.0010 0.1% 0.9751
Range 0.0051 0.0000 -0.0051 -100.0% 0.0089
ATR 0.0047 0.0044 -0.0003 -5.6% 0.0000
Volume 2 32 30 1,500.0% 58
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9737 0.9737 0.9737
R3 0.9737 0.9737 0.9737
R2 0.9737 0.9737 0.9737
R1 0.9737 0.9737 0.9737 0.9737
PP 0.9737 0.9737 0.9737 0.9737
S1 0.9737 0.9737 0.9737 0.9737
S2 0.9737 0.9737 0.9737
S3 0.9737 0.9737 0.9737
S4 0.9737 0.9737 0.9737
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 0.9820 0.9727 0.0093 1.0% 0.0022 0.2% 11% False False 14
10 0.9840 0.9610 0.0230 2.4% 0.0041 0.4% 55% False False 19
20 0.9840 0.9610 0.0230 2.4% 0.0031 0.3% 55% False False 30
40 0.9882 0.9536 0.0346 3.6% 0.0030 0.3% 58% 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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9737
2.618 0.9737
1.618 0.9737
1.000 0.9737
0.618 0.9737
HIGH 0.9737
0.618 0.9737
0.500 0.9737
0.382 0.9737
LOW 0.9737
0.618 0.9737
1.000 0.9737
1.618 0.9737
2.618 0.9737
4.250 0.9737
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 0.9737 0.9753
PP 0.9737 0.9747
S1 0.9737 0.9742

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

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