CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.0041 1.0047 0.0006 0.1% 1.0062
High 1.0044 1.0051 0.0007 0.1% 1.0088
Low 1.0037 1.0046 0.0009 0.1% 1.0017
Close 1.0040 1.0046 0.0006 0.1% 1.0040
Range 0.0007 0.0005 -0.0002 -28.6% 0.0071
ATR 0.0033 0.0032 -0.0002 -4.8% 0.0000
Volume 2 44 42 2,100.0% 127
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0059 1.0049
R3 1.0058 1.0054 1.0047
R2 1.0053 1.0053 1.0047
R1 1.0049 1.0049 1.0046 1.0049
PP 1.0048 1.0048 1.0048 1.0047
S1 1.0044 1.0044 1.0046 1.0044
S2 1.0043 1.0043 1.0045
S3 1.0038 1.0039 1.0045
S4 1.0033 1.0034 1.0043
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% 0.0023 0.2% 41% False False 34
10 1.0088 1.0017 0.0071 0.7% 0.0018 0.2% 41% False False 34
20 1.0088 0.9869 0.0219 2.2% 0.0019 0.2% 81% False False 43
40 1.0088 0.9715 0.0373 3.7% 0.0020 0.2% 89% False False 32
60 1.0088 0.9556 0.0532 5.3% 0.0025 0.2% 92% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0072
2.618 1.0064
1.618 1.0059
1.000 1.0056
0.618 1.0054
HIGH 1.0051
0.618 1.0049
0.500 1.0049
0.382 1.0048
LOW 1.0046
0.618 1.0043
1.000 1.0041
1.618 1.0038
2.618 1.0033
4.250 1.0025
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.0049 1.0043
PP 1.0048 1.0039
S1 1.0047 1.0036

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

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