CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 0.9765 0.9770 0.0005 0.1% 0.9805
High 0.9779 0.9780 0.0001 0.0% 0.9880
Low 0.9765 0.9734 -0.0031 -0.3% 0.9805
Close 0.9778 0.9734 -0.0044 -0.4% 0.9826
Range 0.0014 0.0046 0.0032 228.6% 0.0075
ATR 0.0041 0.0042 0.0000 0.8% 0.0000
Volume 33 22 -11 -33.3% 148
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9887 0.9857 0.9759
R3 0.9841 0.9811 0.9747
R2 0.9795 0.9795 0.9742
R1 0.9765 0.9765 0.9738 0.9757
PP 0.9749 0.9749 0.9749 0.9746
S1 0.9719 0.9719 0.9730 0.9711
S2 0.9703 0.9703 0.9726
S3 0.9657 0.9673 0.9721
S4 0.9611 0.9627 0.9709
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0062 1.0019 0.9867
R3 0.9987 0.9944 0.9847
R2 0.9912 0.9912 0.9840
R1 0.9869 0.9869 0.9833 0.9891
PP 0.9837 0.9837 0.9837 0.9848
S1 0.9794 0.9794 0.9819 0.9816
S2 0.9762 0.9762 0.9812
S3 0.9687 0.9719 0.9805
S4 0.9612 0.9644 0.9785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9880 0.9734 0.0146 1.5% 0.0019 0.2% 0% False True 36
10 0.9880 0.9715 0.0165 1.7% 0.0019 0.2% 12% False False 27
20 0.9880 0.9610 0.0270 2.8% 0.0032 0.3% 46% False False 22
40 0.9880 0.9536 0.0344 3.5% 0.0030 0.3% 58% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9976
2.618 0.9900
1.618 0.9854
1.000 0.9826
0.618 0.9808
HIGH 0.9780
0.618 0.9762
0.500 0.9757
0.382 0.9752
LOW 0.9734
0.618 0.9706
1.000 0.9688
1.618 0.9660
2.618 0.9614
4.250 0.9539
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 0.9757 0.9781
PP 0.9749 0.9765
S1 0.9742 0.9750

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

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