CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 1.0040 1.0055 0.0015 0.1% 0.9954
High 1.0061 1.0088 0.0027 0.3% 1.0030
Low 1.0040 1.0055 0.0015 0.1% 0.9954
Close 1.0061 1.0088 0.0027 0.3% 1.0027
Range 0.0021 0.0033 0.0012 57.1% 0.0076
ATR 0.0036 0.0036 0.0000 -0.6% 0.0000
Volume 28 72 44 157.1% 423
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0176 1.0165 1.0106
R3 1.0143 1.0132 1.0097
R2 1.0110 1.0110 1.0094
R1 1.0099 1.0099 1.0091 1.0105
PP 1.0077 1.0077 1.0077 1.0080
S1 1.0066 1.0066 1.0085 1.0072
S2 1.0044 1.0044 1.0082
S3 1.0011 1.0033 1.0079
S4 0.9978 1.0000 1.0070
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 1.0088 0.9977 0.0111 1.1% 0.0026 0.3% 100% True False 42
10 1.0088 0.9930 0.0158 1.6% 0.0020 0.2% 100% True False 62
20 1.0088 0.9734 0.0354 3.5% 0.0020 0.2% 100% True False 41
40 1.0088 0.9610 0.0478 4.7% 0.0028 0.3% 100% True False 31
60 1.0088 0.9536 0.0552 5.5% 0.0027 0.3% 100% True False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0228
2.618 1.0174
1.618 1.0141
1.000 1.0121
0.618 1.0108
HIGH 1.0088
0.618 1.0075
0.500 1.0072
0.382 1.0068
LOW 1.0055
0.618 1.0035
1.000 1.0022
1.618 1.0002
2.618 0.9969
4.250 0.9915
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 1.0083 1.0078
PP 1.0077 1.0069
S1 1.0072 1.0059

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

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