CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 0.9831 0.9817 -0.0014 -0.1% 0.9918
High 0.9835 0.9838 0.0003 0.0% 0.9936
Low 0.9791 0.9745 -0.0046 -0.5% 0.9745
Close 0.9803 0.9769 -0.0034 -0.3% 0.9769
Range 0.0044 0.0093 0.0049 111.4% 0.0191
ATR 0.0055 0.0058 0.0003 5.0% 0.0000
Volume 84,402 114,614 30,212 35.8% 398,709
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0063 1.0009 0.9820
R3 0.9970 0.9916 0.9795
R2 0.9877 0.9877 0.9786
R1 0.9823 0.9823 0.9778 0.9804
PP 0.9784 0.9784 0.9784 0.9774
S1 0.9730 0.9730 0.9760 0.9711
S2 0.9691 0.9691 0.9752
S3 0.9598 0.9637 0.9743
S4 0.9505 0.9544 0.9718
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0390 1.0270 0.9874
R3 1.0199 1.0079 0.9822
R2 1.0008 1.0008 0.9804
R1 0.9888 0.9888 0.9787 0.9853
PP 0.9817 0.9817 0.9817 0.9799
S1 0.9697 0.9697 0.9751 0.9662
S2 0.9626 0.9626 0.9734
S3 0.9435 0.9506 0.9716
S4 0.9244 0.9315 0.9664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9992 0.9745 0.0247 2.5% 0.0074 0.8% 10% False True 93,306
10 1.0021 0.9745 0.0276 2.8% 0.0061 0.6% 9% False True 76,323
20 1.0059 0.9745 0.0314 3.2% 0.0057 0.6% 8% False True 72,439
40 1.0175 0.9745 0.0430 4.4% 0.0053 0.5% 6% False True 66,612
60 1.0175 0.9745 0.0430 4.4% 0.0048 0.5% 6% False True 54,317
80 1.0175 0.9745 0.0430 4.4% 0.0047 0.5% 6% False True 40,843
100 1.0230 0.9745 0.0485 5.0% 0.0049 0.5% 5% False True 32,738
120 1.0320 0.9745 0.0575 5.9% 0.0048 0.5% 4% False True 27,299
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 0.0011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0233
2.618 1.0081
1.618 0.9988
1.000 0.9931
0.618 0.9895
HIGH 0.9838
0.618 0.9802
0.500 0.9792
0.382 0.9781
LOW 0.9745
0.618 0.9688
1.000 0.9652
1.618 0.9595
2.618 0.9502
4.250 0.9350
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 0.9792 0.9815
PP 0.9784 0.9800
S1 0.9777 0.9784

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

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