CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 0.9727 0.9782 0.0055 0.6% 0.9720
High 0.9791 0.9822 0.0031 0.3% 0.9822
Low 0.9723 0.9773 0.0050 0.5% 0.9712
Close 0.9781 0.9809 0.0028 0.3% 0.9809
Range 0.0068 0.0049 -0.0019 -27.9% 0.0110
ATR 0.0056 0.0056 -0.0001 -0.9% 0.0000
Volume 96,881 38,915 -57,966 -59.8% 385,424
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9948 0.9928 0.9836
R3 0.9899 0.9879 0.9822
R2 0.9850 0.9850 0.9818
R1 0.9830 0.9830 0.9813 0.9840
PP 0.9801 0.9801 0.9801 0.9807
S1 0.9781 0.9781 0.9805 0.9791
S2 0.9752 0.9752 0.9800
S3 0.9703 0.9732 0.9796
S4 0.9654 0.9683 0.9782
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0111 1.0070 0.9870
R3 1.0001 0.9960 0.9839
R2 0.9891 0.9891 0.9829
R1 0.9850 0.9850 0.9819 0.9871
PP 0.9781 0.9781 0.9781 0.9791
S1 0.9740 0.9740 0.9799 0.9761
S2 0.9671 0.9671 0.9789
S3 0.9561 0.9630 0.9779
S4 0.9451 0.9520 0.9749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9822 0.9712 0.0110 1.1% 0.0047 0.5% 88% True False 77,084
10 0.9822 0.9671 0.0151 1.5% 0.0051 0.5% 91% True False 80,820
20 0.9992 0.9665 0.0327 3.3% 0.0061 0.6% 44% False False 86,141
40 1.0146 0.9665 0.0481 4.9% 0.0058 0.6% 30% False False 78,658
60 1.0175 0.9665 0.0510 5.2% 0.0053 0.5% 28% False False 69,877
80 1.0175 0.9665 0.0510 5.2% 0.0049 0.5% 28% False False 56,463
100 1.0175 0.9665 0.0510 5.2% 0.0048 0.5% 28% False False 45,266
120 1.0230 0.9665 0.0565 5.8% 0.0050 0.5% 25% False False 37,753
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0030
2.618 0.9950
1.618 0.9901
1.000 0.9871
0.618 0.9852
HIGH 0.9822
0.618 0.9803
0.500 0.9798
0.382 0.9792
LOW 0.9773
0.618 0.9743
1.000 0.9724
1.618 0.9694
2.618 0.9645
4.250 0.9565
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 0.9805 0.9795
PP 0.9801 0.9781
S1 0.9798 0.9767

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

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