CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 0.9762 0.9848 0.0086 0.9% 0.9805
High 0.9808 0.9886 0.0078 0.8% 0.9880
Low 0.9762 0.9845 0.0083 0.9% 0.9805
Close 0.9808 0.9852 0.0044 0.4% 0.9826
Range 0.0046 0.0041 -0.0005 -10.9% 0.0075
ATR 0.0044 0.0046 0.0002 5.5% 0.0000
Volume 18 8 -10 -55.6% 148
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9984 0.9959 0.9875
R3 0.9943 0.9918 0.9863
R2 0.9902 0.9902 0.9860
R1 0.9877 0.9877 0.9856 0.9890
PP 0.9861 0.9861 0.9861 0.9867
S1 0.9836 0.9836 0.9848 0.9849
S2 0.9820 0.9820 0.9844
S3 0.9779 0.9795 0.9841
S4 0.9738 0.9754 0.9829
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 0.9886 0.9734 0.0152 1.5% 0.0030 0.3% 78% True False 20
10 0.9886 0.9734 0.0152 1.5% 0.0023 0.2% 78% True False 26
20 0.9886 0.9610 0.0276 2.8% 0.0033 0.3% 88% True False 22
40 0.9886 0.9536 0.0350 3.6% 0.0031 0.3% 90% True False 48
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0060
2.618 0.9993
1.618 0.9952
1.000 0.9927
0.618 0.9911
HIGH 0.9886
0.618 0.9870
0.500 0.9866
0.382 0.9861
LOW 0.9845
0.618 0.9820
1.000 0.9804
1.618 0.9779
2.618 0.9738
4.250 0.9671
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 0.9866 0.9838
PP 0.9861 0.9824
S1 0.9857 0.9810

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

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