CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 0.9886 0.9930 0.0044 0.4% 0.9928
High 0.9886 0.9961 0.0075 0.8% 0.9961
Low 0.9869 0.9930 0.0061 0.6% 0.9869
Close 0.9869 0.9951 0.0082 0.8% 0.9951
Range 0.0017 0.0031 0.0014 82.4% 0.0092
ATR 0.0042 0.0045 0.0004 8.7% 0.0000
Volume 3 12 9 300.0% 42
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0040 1.0027 0.9968
R3 1.0009 0.9996 0.9960
R2 0.9978 0.9978 0.9957
R1 0.9965 0.9965 0.9954 0.9972
PP 0.9947 0.9947 0.9947 0.9951
S1 0.9934 0.9934 0.9948 0.9941
S2 0.9916 0.9916 0.9945
S3 0.9885 0.9903 0.9942
S4 0.9854 0.9872 0.9934
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0203 1.0169 1.0002
R3 1.0111 1.0077 0.9976
R2 1.0019 1.0019 0.9968
R1 0.9985 0.9985 0.9959 1.0002
PP 0.9927 0.9927 0.9927 0.9936
S1 0.9893 0.9893 0.9943 0.9910
S2 0.9835 0.9835 0.9934
S3 0.9743 0.9801 0.9926
S4 0.9651 0.9709 0.9900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9961 0.9869 0.0092 0.9% 0.0016 0.2% 89% True False 8
10 0.9961 0.9734 0.0227 2.3% 0.0023 0.2% 96% True False 18
20 0.9961 0.9715 0.0246 2.5% 0.0021 0.2% 96% True False 21
40 0.9961 0.9610 0.0351 3.5% 0.0027 0.3% 97% True False 30
60 0.9961 0.9536 0.0425 4.3% 0.0026 0.3% 98% True False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0093
2.618 1.0042
1.618 1.0011
1.000 0.9992
0.618 0.9980
HIGH 0.9961
0.618 0.9949
0.500 0.9946
0.382 0.9942
LOW 0.9930
0.618 0.9911
1.000 0.9899
1.618 0.9880
2.618 0.9849
4.250 0.9798
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 0.9949 0.9939
PP 0.9947 0.9927
S1 0.9946 0.9915

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

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