CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1.0027 0.9995 -0.0032 -0.3% 0.9954
High 1.0028 1.0030 0.0002 0.0% 1.0030
Low 1.0019 0.9977 -0.0042 -0.4% 0.9954
Close 1.0028 1.0027 -0.0001 0.0% 1.0027
Range 0.0009 0.0053 0.0044 488.9% 0.0076
ATR 0.0039 0.0040 0.0001 2.5% 0.0000
Volume 59 22 -37 -62.7% 423
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0170 1.0152 1.0056
R3 1.0117 1.0099 1.0042
R2 1.0064 1.0064 1.0037
R1 1.0046 1.0046 1.0032 1.0055
PP 1.0011 1.0011 1.0011 1.0016
S1 0.9993 0.9993 1.0022 1.0002
S2 0.9958 0.9958 1.0017
S3 0.9905 0.9940 1.0012
S4 0.9852 0.9887 0.9998
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0232 1.0205 1.0069
R3 1.0156 1.0129 1.0048
R2 1.0080 1.0080 1.0041
R1 1.0053 1.0053 1.0034 1.0067
PP 1.0004 1.0004 1.0004 1.0010
S1 0.9977 0.9977 1.0020 0.9991
S2 0.9928 0.9928 1.0013
S3 0.9852 0.9901 1.0006
S4 0.9776 0.9825 0.9985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0030 0.9954 0.0076 0.8% 0.0019 0.2% 96% True False 84
10 1.0030 0.9869 0.0161 1.6% 0.0017 0.2% 98% True False 46
20 1.0030 0.9734 0.0296 3.0% 0.0019 0.2% 99% True False 37
40 1.0030 0.9610 0.0420 4.2% 0.0027 0.3% 99% True False 35
60 1.0030 0.9536 0.0494 4.9% 0.0027 0.3% 99% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0255
2.618 1.0169
1.618 1.0116
1.000 1.0083
0.618 1.0063
HIGH 1.0030
0.618 1.0010
0.500 1.0004
0.382 0.9997
LOW 0.9977
0.618 0.9944
1.000 0.9924
1.618 0.9891
2.618 0.9838
4.250 0.9752
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1.0019 1.0019
PP 1.0011 1.0011
S1 1.0004 1.0003

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

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