CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.0055 1.0041 -0.0014 -0.1% 1.0062
High 1.0055 1.0044 -0.0011 -0.1% 1.0088
Low 1.0017 1.0037 0.0020 0.2% 1.0017
Close 1.0017 1.0040 0.0023 0.2% 1.0040
Range 0.0038 0.0007 -0.0031 -81.6% 0.0071
ATR 0.0034 0.0033 0.0000 -1.4% 0.0000
Volume 41 2 -39 -95.1% 127
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0061 1.0058 1.0044
R3 1.0054 1.0051 1.0042
R2 1.0047 1.0047 1.0041
R1 1.0044 1.0044 1.0041 1.0042
PP 1.0040 1.0040 1.0040 1.0040
S1 1.0037 1.0037 1.0039 1.0035
S2 1.0033 1.0033 1.0039
S3 1.0026 1.0030 1.0038
S4 1.0019 1.0023 1.0036
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0261 1.0222 1.0079
R3 1.0190 1.0151 1.0060
R2 1.0119 1.0119 1.0053
R1 1.0080 1.0080 1.0047 1.0064
PP 1.0048 1.0048 1.0048 1.0041
S1 1.0009 1.0009 1.0033 0.9993
S2 0.9977 0.9977 1.0027
S3 0.9906 0.9938 1.0020
S4 0.9835 0.9867 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0088 1.0017 0.0071 0.7% 0.0024 0.2% 32% False False 25
10 1.0088 1.0012 0.0076 0.8% 0.0020 0.2% 37% False False 36
20 1.0088 0.9869 0.0219 2.2% 0.0019 0.2% 78% False False 41
40 1.0088 0.9630 0.0458 4.6% 0.0024 0.2% 90% False False 32
60 1.0088 0.9536 0.0552 5.5% 0.0026 0.3% 91% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0074
2.618 1.0062
1.618 1.0055
1.000 1.0051
0.618 1.0048
HIGH 1.0044
0.618 1.0041
0.500 1.0041
0.382 1.0040
LOW 1.0037
0.618 1.0033
1.000 1.0030
1.618 1.0026
2.618 1.0019
4.250 1.0007
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.0041 1.0040
PP 1.0040 1.0040
S1 1.0040 1.0040

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

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