CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 0.9737 0.9715 -0.0022 -0.2% 0.9771
High 0.9737 0.9769 0.0032 0.3% 0.9840
Low 0.9737 0.9715 -0.0022 -0.2% 0.9751
Close 0.9737 0.9767 0.0030 0.3% 0.9751
Range 0.0000 0.0054 0.0054 0.0089
ATR 0.0044 0.0045 0.0001 1.6% 0.0000
Volume 32 4 -28 -87.5% 58
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9912 0.9894 0.9797
R3 0.9858 0.9840 0.9782
R2 0.9804 0.9804 0.9777
R1 0.9786 0.9786 0.9772 0.9795
PP 0.9750 0.9750 0.9750 0.9755
S1 0.9732 0.9732 0.9762 0.9741
S2 0.9696 0.9696 0.9757
S3 0.9642 0.9678 0.9752
S4 0.9588 0.9624 0.9737
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0048 0.9988 0.9800
R3 0.9959 0.9899 0.9775
R2 0.9870 0.9870 0.9767
R1 0.9810 0.9810 0.9759 0.9796
PP 0.9781 0.9781 0.9781 0.9773
S1 0.9721 0.9721 0.9743 0.9707
S2 0.9692 0.9692 0.9735
S3 0.9603 0.9632 0.9727
S4 0.9514 0.9543 0.9702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9715 0.0085 0.9% 0.0031 0.3% 61% False True 13
10 0.9840 0.9610 0.0230 2.4% 0.0044 0.5% 68% False False 18
20 0.9840 0.9610 0.0230 2.4% 0.0033 0.3% 68% False False 30
40 0.9842 0.9536 0.0306 3.1% 0.0032 0.3% 75% False False 60
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 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9999
2.618 0.9910
1.618 0.9856
1.000 0.9823
0.618 0.9802
HIGH 0.9769
0.618 0.9748
0.500 0.9742
0.382 0.9736
LOW 0.9715
0.618 0.9682
1.000 0.9661
1.618 0.9628
2.618 0.9574
4.250 0.9486
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 0.9759 0.9760
PP 0.9750 0.9753
S1 0.9742 0.9747

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

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