CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 0.9935 0.9886 -0.0049 -0.5% 0.9765
High 0.9935 0.9886 -0.0049 -0.5% 0.9908
Low 0.9903 0.9869 -0.0034 -0.3% 0.9734
Close 0.9904 0.9869 -0.0035 -0.4% 0.9905
Range 0.0032 0.0017 -0.0015 -46.9% 0.0174
ATR 0.0042 0.0042 -0.0001 -1.2% 0.0000
Volume 9 3 -6 -66.7% 146
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 0.9926 0.9914 0.9878
R3 0.9909 0.9897 0.9874
R2 0.9892 0.9892 0.9872
R1 0.9880 0.9880 0.9871 0.9878
PP 0.9875 0.9875 0.9875 0.9873
S1 0.9863 0.9863 0.9867 0.9861
S2 0.9858 0.9858 0.9866
S3 0.9841 0.9846 0.9864
S4 0.9824 0.9829 0.9860
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0312 1.0001
R3 1.0197 1.0138 0.9953
R2 1.0023 1.0023 0.9937
R1 0.9964 0.9964 0.9921 0.9994
PP 0.9849 0.9849 0.9849 0.9864
S1 0.9790 0.9790 0.9889 0.9820
S2 0.9675 0.9675 0.9873
S3 0.9501 0.9616 0.9857
S4 0.9327 0.9442 0.9809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9935 0.9869 0.0066 0.7% 0.0010 0.1% 0% False True 19
10 0.9935 0.9734 0.0201 2.0% 0.0020 0.2% 67% False False 19
20 0.9935 0.9715 0.0220 2.2% 0.0022 0.2% 70% False False 21
40 0.9935 0.9610 0.0325 3.3% 0.0026 0.3% 80% False False 44
60 0.9935 0.9536 0.0399 4.0% 0.0026 0.3% 83% False False 47
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9958
2.618 0.9931
1.618 0.9914
1.000 0.9903
0.618 0.9897
HIGH 0.9886
0.618 0.9880
0.500 0.9878
0.382 0.9875
LOW 0.9869
0.618 0.9858
1.000 0.9852
1.618 0.9841
2.618 0.9824
4.250 0.9797
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 0.9878 0.9902
PP 0.9875 0.9891
S1 0.9872 0.9880

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

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