CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 0.9788 0.9805 0.0017 0.2% 0.9761
High 0.9810 0.9805 -0.0005 -0.1% 0.9810
Low 0.9780 0.9805 0.0025 0.3% 0.9715
Close 0.9808 0.9805 -0.0003 0.0% 0.9808
Range 0.0030 0.0000 -0.0030 -100.0% 0.0095
ATR 0.0045 0.0042 -0.0003 -6.7% 0.0000
Volume 32 11 -21 -65.6% 88
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9805 0.9805 0.9805
R3 0.9805 0.9805 0.9805
R2 0.9805 0.9805 0.9805
R1 0.9805 0.9805 0.9805 0.9805
PP 0.9805 0.9805 0.9805 0.9805
S1 0.9805 0.9805 0.9805 0.9805
S2 0.9805 0.9805 0.9805
S3 0.9805 0.9805 0.9805
S4 0.9805 0.9805 0.9805
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0030 0.9860
R3 0.9968 0.9935 0.9834
R2 0.9873 0.9873 0.9825
R1 0.9840 0.9840 0.9817 0.9857
PP 0.9778 0.9778 0.9778 0.9786
S1 0.9745 0.9745 0.9799 0.9762
S2 0.9683 0.9683 0.9791
S3 0.9588 0.9650 0.9782
S4 0.9493 0.9555 0.9756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9810 0.9715 0.0095 1.0% 0.0027 0.3% 95% False False 16
10 0.9840 0.9715 0.0125 1.3% 0.0024 0.2% 72% False False 15
20 0.9840 0.9610 0.0230 2.3% 0.0035 0.4% 85% False False 22
40 0.9840 0.9536 0.0304 3.1% 0.0031 0.3% 88% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9805
2.618 0.9805
1.618 0.9805
1.000 0.9805
0.618 0.9805
HIGH 0.9805
0.618 0.9805
0.500 0.9805
0.382 0.9805
LOW 0.9805
0.618 0.9805
1.000 0.9805
1.618 0.9805
2.618 0.9805
4.250 0.9805
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 0.9805 0.9791
PP 0.9805 0.9777
S1 0.9805 0.9763

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

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