CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 0.9975 0.9975 0.0000 0.0% 0.9928
High 0.9981 1.0000 0.0019 0.2% 0.9961
Low 0.9975 0.9975 0.0000 0.0% 0.9869
Close 0.9981 0.9996 0.0015 0.2% 0.9951
Range 0.0006 0.0025 0.0019 316.7% 0.0092
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 1 324 323 32,300.0% 42
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0065 1.0056 1.0010
R3 1.0040 1.0031 1.0003
R2 1.0015 1.0015 1.0001
R1 1.0006 1.0006 0.9998 1.0011
PP 0.9990 0.9990 0.9990 0.9993
S1 0.9981 0.9981 0.9994 0.9986
S2 0.9965 0.9965 0.9991
S3 0.9940 0.9956 0.9989
S4 0.9915 0.9931 0.9982
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 1.0000 0.9869 0.0131 1.3% 0.0016 0.2% 97% True False 71
10 1.0000 0.9845 0.0155 1.6% 0.0016 0.2% 97% True False 45
20 1.0000 0.9715 0.0285 2.9% 0.0020 0.2% 99% True False 35
40 1.0000 0.9610 0.0390 3.9% 0.0026 0.3% 99% True False 33
60 1.0000 0.9536 0.0464 4.6% 0.0027 0.3% 99% True False 52
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0106
2.618 1.0065
1.618 1.0040
1.000 1.0025
0.618 1.0015
HIGH 1.0000
0.618 0.9990
0.500 0.9988
0.382 0.9985
LOW 0.9975
0.618 0.9960
1.000 0.9950
1.618 0.9935
2.618 0.9910
4.250 0.9869
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 0.9993 0.9990
PP 0.9990 0.9983
S1 0.9988 0.9977

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

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