CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 0.9995 1.0031 0.0036 0.4% 0.9954
High 1.0030 1.0031 0.0001 0.0% 1.0030
Low 0.9977 1.0012 0.0035 0.4% 0.9954
Close 1.0027 1.0023 -0.0004 0.0% 1.0027
Range 0.0053 0.0019 -0.0034 -64.2% 0.0076
ATR 0.0040 0.0039 -0.0002 -3.8% 0.0000
Volume 22 62 40 181.8% 423
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0079 1.0070 1.0033
R3 1.0060 1.0051 1.0028
R2 1.0041 1.0041 1.0026
R1 1.0032 1.0032 1.0025 1.0027
PP 1.0022 1.0022 1.0022 1.0020
S1 1.0013 1.0013 1.0021 1.0008
S2 1.0003 1.0003 1.0020
S3 0.9984 0.9994 1.0018
S4 0.9965 0.9975 1.0013
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 1.0031 0.9975 0.0056 0.6% 0.0022 0.2% 86% True False 93
10 1.0031 0.9869 0.0162 1.6% 0.0019 0.2% 95% True False 51
20 1.0031 0.9734 0.0297 3.0% 0.0020 0.2% 97% True False 40
40 1.0031 0.9610 0.0421 4.2% 0.0027 0.3% 98% True False 31
60 1.0031 0.9536 0.0495 4.9% 0.0027 0.3% 98% True False 54
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 True
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0112
2.618 1.0081
1.618 1.0062
1.000 1.0050
0.618 1.0043
HIGH 1.0031
0.618 1.0024
0.500 1.0022
0.382 1.0019
LOW 1.0012
0.618 1.0000
1.000 0.9993
1.618 0.9981
2.618 0.9962
4.250 0.9931
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.0023 1.0017
PP 1.0022 1.0010
S1 1.0022 1.0004

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

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