CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.0008 1.0007 -0.0001 0.0% 0.9971
High 1.0017 1.0012 -0.0005 0.0% 0.9983
Low 0.9986 0.9992 0.0006 0.1% 0.9919
Close 0.9993 1.0010 0.0017 0.2% 0.9956
Range 0.0031 0.0020 -0.0011 -35.5% 0.0064
ATR 0.0048 0.0046 -0.0002 -4.2% 0.0000
Volume 370 279 -91 -24.6% 3,171
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0065 1.0057 1.0021
R3 1.0045 1.0037 1.0016
R2 1.0025 1.0025 1.0014
R1 1.0017 1.0017 1.0012 1.0021
PP 1.0005 1.0005 1.0005 1.0007
S1 0.9997 0.9997 1.0008 1.0001
S2 0.9985 0.9985 1.0006
S3 0.9965 0.9977 1.0005
S4 0.9945 0.9957 0.9999
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0145 1.0114 0.9991
R3 1.0081 1.0050 0.9974
R2 1.0017 1.0017 0.9968
R1 0.9986 0.9986 0.9962 0.9970
PP 0.9953 0.9953 0.9953 0.9944
S1 0.9922 0.9922 0.9950 0.9906
S2 0.9889 0.9889 0.9944
S3 0.9825 0.9858 0.9938
S4 0.9761 0.9794 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0018 0.9919 0.0099 1.0% 0.0039 0.4% 92% False False 492
10 1.0022 0.9919 0.0103 1.0% 0.0037 0.4% 88% False False 509
20 1.0095 0.9919 0.0176 1.8% 0.0041 0.4% 52% False False 441
40 1.0230 0.9919 0.0311 3.1% 0.0050 0.5% 29% False False 355
60 1.0320 0.9919 0.0401 4.0% 0.0046 0.5% 23% False False 271
80 1.0320 0.9869 0.0451 4.5% 0.0040 0.4% 31% False False 214
100 1.0320 0.9715 0.0605 6.0% 0.0036 0.4% 49% False False 176
120 1.0320 0.9579 0.0741 7.4% 0.0036 0.4% 58% False False 158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0097
2.618 1.0064
1.618 1.0044
1.000 1.0032
0.618 1.0024
HIGH 1.0012
0.618 1.0004
0.500 1.0002
0.382 1.0000
LOW 0.9992
0.618 0.9980
1.000 0.9972
1.618 0.9960
2.618 0.9940
4.250 0.9907
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.0007 1.0003
PP 1.0005 0.9996
S1 1.0002 0.9989

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

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