CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.0031 1.0030 -0.0001 0.0% 0.9954
High 1.0031 1.0035 0.0004 0.0% 1.0030
Low 1.0012 1.0030 0.0018 0.2% 0.9954
Close 1.0023 1.0035 0.0012 0.1% 1.0027
Range 0.0019 0.0005 -0.0014 -73.7% 0.0076
ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000
Volume 62 26 -36 -58.1% 423
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0048 1.0047 1.0038
R3 1.0043 1.0042 1.0036
R2 1.0038 1.0038 1.0036
R1 1.0037 1.0037 1.0035 1.0038
PP 1.0033 1.0033 1.0033 1.0034
S1 1.0032 1.0032 1.0035 1.0033
S2 1.0028 1.0028 1.0034
S3 1.0023 1.0027 1.0034
S4 1.0018 1.0022 1.0032
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 1.0035 0.9975 0.0060 0.6% 0.0022 0.2% 100% True False 98
10 1.0035 0.9869 0.0166 1.7% 0.0020 0.2% 100% True False 53
20 1.0035 0.9734 0.0301 3.0% 0.0019 0.2% 100% True False 41
40 1.0035 0.9610 0.0425 4.2% 0.0027 0.3% 100% True False 31
60 1.0035 0.9536 0.0499 5.0% 0.0027 0.3% 100% True False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0056
2.618 1.0048
1.618 1.0043
1.000 1.0040
0.618 1.0038
HIGH 1.0035
0.618 1.0033
0.500 1.0033
0.382 1.0032
LOW 1.0030
0.618 1.0027
1.000 1.0025
1.618 1.0022
2.618 1.0017
4.250 1.0009
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.0034 1.0025
PP 1.0033 1.0016
S1 1.0033 1.0006

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

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