CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.0066 1.0030 -0.0036 -0.4% 1.0062
High 1.0066 1.0030 -0.0036 -0.4% 1.0088
Low 1.0066 1.0026 -0.0040 -0.4% 1.0017
Close 1.0066 1.0026 -0.0040 -0.4% 1.0040
Range 0.0000 0.0004 0.0004 0.0071
ATR 0.0032 0.0033 0.0001 1.8% 0.0000
Volume 77 3 -74 -96.1% 127
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0039 1.0037 1.0028
R3 1.0035 1.0033 1.0027
R2 1.0031 1.0031 1.0027
R1 1.0029 1.0029 1.0026 1.0028
PP 1.0027 1.0027 1.0027 1.0027
S1 1.0025 1.0025 1.0026 1.0024
S2 1.0023 1.0023 1.0025
S3 1.0019 1.0021 1.0025
S4 1.0015 1.0017 1.0024
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 1.0026 0.0084 0.8% 0.0017 0.2% 0% False True 33
10 1.0110 1.0017 0.0093 0.9% 0.0020 0.2% 10% False False 34
20 1.0110 0.9930 0.0180 1.8% 0.0020 0.2% 53% False False 48
40 1.0110 0.9715 0.0395 3.9% 0.0021 0.2% 79% False False 34
60 1.0110 0.9610 0.0500 5.0% 0.0024 0.2% 83% False False 45
80 1.0110 0.9536 0.0574 5.7% 0.0025 0.2% 85% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0047
2.618 1.0040
1.618 1.0036
1.000 1.0034
0.618 1.0032
HIGH 1.0030
0.618 1.0028
0.500 1.0028
0.382 1.0028
LOW 1.0026
0.618 1.0024
1.000 1.0022
1.618 1.0020
2.618 1.0016
4.250 1.0009
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.0028 1.0068
PP 1.0027 1.0054
S1 1.0027 1.0040

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

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