CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.0030 1.0100 0.0070 0.7% 1.0047
High 1.0030 1.0100 0.0070 0.7% 1.0110
Low 1.0026 1.0096 0.0070 0.7% 1.0026
Close 1.0026 1.0098 0.0072 0.7% 1.0098
Range 0.0004 0.0004 0.0000 0.0% 0.0084
ATR 0.0033 0.0036 0.0003 9.0% 0.0000
Volume 3 26 23 766.7% 190
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0110 1.0108 1.0100
R3 1.0106 1.0104 1.0099
R2 1.0102 1.0102 1.0099
R1 1.0100 1.0100 1.0098 1.0099
PP 1.0098 1.0098 1.0098 1.0098
S1 1.0096 1.0096 1.0098 1.0095
S2 1.0094 1.0094 1.0097
S3 1.0090 1.0092 1.0097
S4 1.0086 1.0088 1.0096
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0330 1.0298 1.0144
R3 1.0246 1.0214 1.0121
R2 1.0162 1.0162 1.0113
R1 1.0130 1.0130 1.0106 1.0146
PP 1.0078 1.0078 1.0078 1.0086
S1 1.0046 1.0046 1.0090 1.0062
S2 0.9994 0.9994 1.0083
S3 0.9910 0.9962 1.0075
S4 0.9826 0.9878 1.0052
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% 86% False False 38
10 1.0110 1.0017 0.0093 0.9% 0.0020 0.2% 87% False False 31
20 1.0110 0.9954 0.0156 1.5% 0.0019 0.2% 92% False False 48
40 1.0110 0.9715 0.0395 3.9% 0.0020 0.2% 97% False False 35
60 1.0110 0.9610 0.0500 5.0% 0.0024 0.2% 98% False False 36
80 1.0110 0.9536 0.0574 5.7% 0.0024 0.2% 98% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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
Fibonacci Retracements and Extensions
4.250 1.0117
2.618 1.0110
1.618 1.0106
1.000 1.0104
0.618 1.0102
HIGH 1.0100
0.618 1.0098
0.500 1.0098
0.382 1.0098
LOW 1.0096
0.618 1.0094
1.000 1.0092
1.618 1.0090
2.618 1.0086
4.250 1.0079
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.0098 1.0086
PP 1.0098 1.0075
S1 1.0098 1.0063

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

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