CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 0.9954 0.9975 0.0021 0.2% 0.9928
High 0.9954 0.9981 0.0027 0.3% 0.9961
Low 0.9954 0.9975 0.0021 0.2% 0.9869
Close 0.9954 0.9981 0.0027 0.3% 0.9951
Range 0.0000 0.0006 0.0006 0.0092
ATR 0.0042 0.0041 -0.0001 -2.6% 0.0000
Volume 17 1 -16 -94.1% 42
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 0.9997 0.9995 0.9984
R3 0.9991 0.9989 0.9983
R2 0.9985 0.9985 0.9982
R1 0.9983 0.9983 0.9982 0.9984
PP 0.9979 0.9979 0.9979 0.9980
S1 0.9977 0.9977 0.9980 0.9978
S2 0.9973 0.9973 0.9980
S3 0.9967 0.9971 0.9979
S4 0.9961 0.9965 0.9978
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 0.9981 0.9869 0.0112 1.1% 0.0017 0.2% 100% True False 8
10 0.9981 0.9762 0.0219 2.2% 0.0018 0.2% 100% True False 15
20 0.9981 0.9715 0.0266 2.7% 0.0018 0.2% 100% True False 21
40 0.9981 0.9610 0.0371 3.7% 0.0025 0.3% 100% True False 29
60 0.9981 0.9536 0.0445 4.5% 0.0026 0.3% 100% 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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0007
2.618 0.9997
1.618 0.9991
1.000 0.9987
0.618 0.9985
HIGH 0.9981
0.618 0.9979
0.500 0.9978
0.382 0.9977
LOW 0.9975
0.618 0.9971
1.000 0.9969
1.618 0.9965
2.618 0.9959
4.250 0.9950
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 0.9980 0.9973
PP 0.9979 0.9964
S1 0.9978 0.9956

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

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