CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 0.9770 0.9762 -0.0008 -0.1% 0.9805
High 0.9780 0.9808 0.0028 0.3% 0.9880
Low 0.9734 0.9762 0.0028 0.3% 0.9805
Close 0.9734 0.9808 0.0074 0.8% 0.9826
Range 0.0046 0.0046 0.0000 0.0% 0.0075
ATR 0.0042 0.0044 0.0002 5.5% 0.0000
Volume 22 18 -4 -18.2% 148
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9931 0.9915 0.9833
R3 0.9885 0.9869 0.9821
R2 0.9839 0.9839 0.9816
R1 0.9823 0.9823 0.9812 0.9831
PP 0.9793 0.9793 0.9793 0.9797
S1 0.9777 0.9777 0.9804 0.9785
S2 0.9747 0.9747 0.9800
S3 0.9701 0.9731 0.9795
S4 0.9655 0.9685 0.9783
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% 0.0026 0.3% 51% False False 25
10 0.9880 0.9715 0.0165 1.7% 0.0024 0.2% 56% False False 25
20 0.9880 0.9610 0.0270 2.8% 0.0032 0.3% 73% False False 22
40 0.9880 0.9536 0.0344 3.5% 0.0031 0.3% 79% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0004
2.618 0.9928
1.618 0.9882
1.000 0.9854
0.618 0.9836
HIGH 0.9808
0.618 0.9790
0.500 0.9785
0.382 0.9780
LOW 0.9762
0.618 0.9734
1.000 0.9716
1.618 0.9688
2.618 0.9642
4.250 0.9567
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 0.9800 0.9796
PP 0.9793 0.9783
S1 0.9785 0.9771

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

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