CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.0047 1.0050 0.0003 0.0% 1.0062
High 1.0051 1.0110 0.0059 0.6% 1.0088
Low 1.0046 1.0040 -0.0006 -0.1% 1.0017
Close 1.0046 1.0070 0.0024 0.2% 1.0040
Range 0.0005 0.0070 0.0065 1,300.0% 0.0071
ATR 0.0032 0.0034 0.0003 8.7% 0.0000
Volume 44 40 -4 -9.1% 127
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0283 1.0247 1.0109
R3 1.0213 1.0177 1.0089
R2 1.0143 1.0143 1.0083
R1 1.0107 1.0107 1.0076 1.0125
PP 1.0073 1.0073 1.0073 1.0083
S1 1.0037 1.0037 1.0064 1.0055
S2 1.0003 1.0003 1.0057
S3 0.9933 0.9967 1.0051
S4 0.9863 0.9897 1.0032
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 1.0110 1.0017 0.0093 0.9% 0.0031 0.3% 57% True False 39
10 1.0110 1.0017 0.0093 0.9% 0.0025 0.2% 57% True False 36
20 1.0110 0.9869 0.0241 2.4% 0.0022 0.2% 83% True False 44
40 1.0110 0.9715 0.0395 3.9% 0.0022 0.2% 90% True False 33
60 1.0110 0.9579 0.0531 5.3% 0.0026 0.3% 92% True False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 41 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0293
1.618 1.0223
1.000 1.0180
0.618 1.0153
HIGH 1.0110
0.618 1.0083
0.500 1.0075
0.382 1.0067
LOW 1.0040
0.618 0.9997
1.000 0.9970
1.618 0.9927
2.618 0.9857
4.250 0.9743
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.0075 1.0074
PP 1.0073 1.0072
S1 1.0072 1.0071

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

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