CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.0062 1.0088 0.0026 0.3% 1.0031
High 1.0069 1.0088 0.0019 0.2% 1.0088
Low 1.0060 1.0055 -0.0005 0.0% 1.0012
Close 1.0068 1.0061 -0.0007 -0.1% 1.0063
Range 0.0009 0.0033 0.0024 266.7% 0.0076
ATR 0.0033 0.0033 0.0000 -0.1% 0.0000
Volume 1 12 11 1,100.0% 238
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0167 1.0147 1.0079
R3 1.0134 1.0114 1.0070
R2 1.0101 1.0101 1.0067
R1 1.0081 1.0081 1.0064 1.0075
PP 1.0068 1.0068 1.0068 1.0065
S1 1.0048 1.0048 1.0058 1.0042
S2 1.0035 1.0035 1.0055
S3 1.0002 1.0015 1.0052
S4 0.9969 0.9982 1.0043
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 1.0040 0.0048 0.5% 0.0019 0.2% 44% True False 32
10 1.0088 0.9975 0.0113 1.1% 0.0021 0.2% 76% True False 65
20 1.0088 0.9762 0.0326 3.2% 0.0019 0.2% 92% True False 40
40 1.0088 0.9610 0.0478 4.8% 0.0026 0.3% 94% True False 31
60 1.0088 0.9536 0.0552 5.5% 0.0026 0.3% 95% 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 True
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 1.0228
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 21-Aug-2012
Pivot 1 day 3 day
R1 1.0072 1.0072
PP 1.0068 1.0068
S1 1.0065 1.0065

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

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