CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 0.9839 0.9860 0.0021 0.2% 0.9761
High 0.9845 0.9880 0.0035 0.4% 0.9810
Low 0.9837 0.9860 0.0023 0.2% 0.9715
Close 0.9837 0.9875 0.0038 0.4% 0.9808
Range 0.0008 0.0020 0.0012 150.0% 0.0095
ATR 0.0039 0.0039 0.0000 0.8% 0.0000
Volume 72 33 -39 -54.2% 88
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9932 0.9923 0.9886
R3 0.9912 0.9903 0.9881
R2 0.9892 0.9892 0.9879
R1 0.9883 0.9883 0.9877 0.9888
PP 0.9872 0.9872 0.9872 0.9874
S1 0.9863 0.9863 0.9873 0.9868
S2 0.9852 0.9852 0.9871
S3 0.9832 0.9843 0.9870
S4 0.9812 0.9823 0.9864
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 0.9880 0.9780 0.0100 1.0% 0.0015 0.1% 95% True False 31
10 0.9880 0.9715 0.0165 1.7% 0.0023 0.2% 97% True False 22
20 0.9880 0.9610 0.0270 2.7% 0.0035 0.4% 98% True False 22
40 0.9880 0.9536 0.0344 3.5% 0.0031 0.3% 99% True False 52
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 0.9965
2.618 0.9932
1.618 0.9912
1.000 0.9900
0.618 0.9892
HIGH 0.9880
0.618 0.9872
0.500 0.9870
0.382 0.9868
LOW 0.9860
0.618 0.9848
1.000 0.9840
1.618 0.9828
2.618 0.9808
4.250 0.9775
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 0.9873 0.9865
PP 0.9872 0.9855
S1 0.9870 0.9845

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

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