CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.0030 1.0040 0.0010 0.1% 0.9954
High 1.0035 1.0061 0.0026 0.3% 1.0030
Low 1.0030 1.0040 0.0010 0.1% 0.9954
Close 1.0035 1.0061 0.0026 0.3% 1.0027
Range 0.0005 0.0021 0.0016 320.0% 0.0076
ATR 0.0037 0.0036 -0.0001 -2.1% 0.0000
Volume 26 28 2 7.7% 423
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0117 1.0110 1.0073
R3 1.0096 1.0089 1.0067
R2 1.0075 1.0075 1.0065
R1 1.0068 1.0068 1.0063 1.0072
PP 1.0054 1.0054 1.0054 1.0056
S1 1.0047 1.0047 1.0059 1.0051
S2 1.0033 1.0033 1.0057
S3 1.0012 1.0026 1.0055
S4 0.9991 1.0005 1.0049
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 1.0061 0.9977 0.0084 0.8% 0.0021 0.2% 100% True False 39
10 1.0061 0.9869 0.0192 1.9% 0.0019 0.2% 100% True False 55
20 1.0061 0.9734 0.0327 3.3% 0.0020 0.2% 100% True False 39
40 1.0061 0.9610 0.0451 4.5% 0.0027 0.3% 100% True False 30
60 1.0061 0.9536 0.0525 5.2% 0.0027 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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0150
2.618 1.0116
1.618 1.0095
1.000 1.0082
0.618 1.0074
HIGH 1.0061
0.618 1.0053
0.500 1.0051
0.382 1.0048
LOW 1.0040
0.618 1.0027
1.000 1.0019
1.618 1.0006
2.618 0.9985
4.250 0.9951
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.0058 1.0053
PP 1.0054 1.0045
S1 1.0051 1.0037

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

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