CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.0055 1.0063 0.0008 0.1% 1.0031
High 1.0088 1.0063 -0.0025 -0.2% 1.0088
Low 1.0055 1.0063 0.0008 0.1% 1.0012
Close 1.0088 1.0063 -0.0025 -0.2% 1.0063
Range 0.0033 0.0000 -0.0033 -100.0% 0.0076
ATR 0.0036 0.0035 -0.0001 -2.2% 0.0000
Volume 72 50 -22 -30.6% 238
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0063 1.0063
R3 1.0063 1.0063 1.0063
R2 1.0063 1.0063 1.0063
R1 1.0063 1.0063 1.0063 1.0063
PP 1.0063 1.0063 1.0063 1.0063
S1 1.0063 1.0063 1.0063 1.0063
S2 1.0063 1.0063 1.0063
S3 1.0063 1.0063 1.0063
S4 1.0063 1.0063 1.0063
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0282 1.0249 1.0105
R3 1.0206 1.0173 1.0084
R2 1.0130 1.0130 1.0077
R1 1.0097 1.0097 1.0070 1.0114
PP 1.0054 1.0054 1.0054 1.0063
S1 1.0021 1.0021 1.0056 1.0038
S2 0.9978 0.9978 1.0049
S3 0.9902 0.9945 1.0042
S4 0.9826 0.9869 1.0021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0088 1.0012 0.0076 0.8% 0.0016 0.2% 67% False False 47
10 1.0088 0.9954 0.0134 1.3% 0.0017 0.2% 81% False False 66
20 1.0088 0.9734 0.0354 3.5% 0.0020 0.2% 93% False False 42
40 1.0088 0.9610 0.0478 4.8% 0.0026 0.3% 95% False False 32
60 1.0088 0.9536 0.0552 5.5% 0.0027 0.3% 95% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0063
2.618 1.0063
1.618 1.0063
1.000 1.0063
0.618 1.0063
HIGH 1.0063
0.618 1.0063
0.500 1.0063
0.382 1.0063
LOW 1.0063
0.618 1.0063
1.000 1.0063
1.618 1.0063
2.618 1.0063
4.250 1.0063
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.0063 1.0064
PP 1.0063 1.0064
S1 1.0063 1.0063

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

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