CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 0.9983 0.9918 -0.0065 -0.7% 0.9962
High 0.9992 0.9936 -0.0056 -0.6% 0.9993
Low 0.9911 0.9858 -0.0053 -0.5% 0.9906
Close 0.9921 0.9875 -0.0046 -0.5% 0.9921
Range 0.0081 0.0078 -0.0003 -3.7% 0.0087
ATR 0.0053 0.0054 0.0002 3.4% 0.0000
Volume 67,823 93,255 25,432 37.5% 292,154
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0124 1.0077 0.9918
R3 1.0046 0.9999 0.9896
R2 0.9968 0.9968 0.9889
R1 0.9921 0.9921 0.9882 0.9906
PP 0.9890 0.9890 0.9890 0.9882
S1 0.9843 0.9843 0.9868 0.9828
S2 0.9812 0.9812 0.9861
S3 0.9734 0.9765 0.9854
S4 0.9656 0.9687 0.9832
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0201 1.0148 0.9969
R3 1.0114 1.0061 0.9945
R2 1.0027 1.0027 0.9937
R1 0.9974 0.9974 0.9929 0.9957
PP 0.9940 0.9940 0.9940 0.9932
S1 0.9887 0.9887 0.9913 0.9870
S2 0.9853 0.9853 0.9905
S3 0.9766 0.9800 0.9897
S4 0.9679 0.9713 0.9873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9993 0.9858 0.0135 1.4% 0.0056 0.6% 13% False True 64,839
10 1.0059 0.9858 0.0201 2.0% 0.0055 0.6% 8% False True 63,255
20 1.0085 0.9858 0.0227 2.3% 0.0056 0.6% 7% False True 71,438
40 1.0175 0.9858 0.0317 3.2% 0.0052 0.5% 5% False True 62,972
60 1.0175 0.9858 0.0317 3.2% 0.0047 0.5% 5% False True 49,243
80 1.0175 0.9858 0.0317 3.2% 0.0046 0.5% 5% False True 37,047
100 1.0230 0.9858 0.0372 3.8% 0.0048 0.5% 5% False True 29,685
120 1.0320 0.9858 0.0462 4.7% 0.0047 0.5% 4% False True 24,755
Crabel Price Patterns
NR True
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0140
1.618 1.0062
1.000 1.0014
0.618 0.9984
HIGH 0.9936
0.618 0.9906
0.500 0.9897
0.382 0.9888
LOW 0.9858
0.618 0.9810
1.000 0.9780
1.618 0.9732
2.618 0.9654
4.250 0.9527
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 0.9897 0.9926
PP 0.9890 0.9909
S1 0.9882 0.9892

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

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