CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 0.9715 0.9788 0.0073 0.8% 0.9761
High 0.9769 0.9810 0.0041 0.4% 0.9810
Low 0.9715 0.9780 0.0065 0.7% 0.9715
Close 0.9767 0.9808 0.0041 0.4% 0.9808
Range 0.0054 0.0030 -0.0024 -44.4% 0.0095
ATR 0.0045 0.0045 0.0000 -0.3% 0.0000
Volume 4 32 28 700.0% 88
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9889 0.9879 0.9825
R3 0.9859 0.9849 0.9816
R2 0.9829 0.9829 0.9814
R1 0.9819 0.9819 0.9811 0.9824
PP 0.9799 0.9799 0.9799 0.9802
S1 0.9789 0.9789 0.9805 0.9794
S2 0.9769 0.9769 0.9803
S3 0.9739 0.9759 0.9800
S4 0.9709 0.9729 0.9792
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0030 0.9860
R3 0.9968 0.9935 0.9834
R2 0.9873 0.9873 0.9825
R1 0.9840 0.9840 0.9817 0.9857
PP 0.9778 0.9778 0.9778 0.9786
S1 0.9745 0.9745 0.9799 0.9762
S2 0.9683 0.9683 0.9791
S3 0.9588 0.9650 0.9782
S4 0.9493 0.9555 0.9756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9810 0.9715 0.0095 1.0% 0.0028 0.3% 98% True False 17
10 0.9840 0.9630 0.0210 2.1% 0.0039 0.4% 85% False False 16
20 0.9840 0.9610 0.0230 2.3% 0.0035 0.4% 86% False False 32
40 0.9840 0.9536 0.0304 3.1% 0.0031 0.3% 89% False False 61
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9938
2.618 0.9889
1.618 0.9859
1.000 0.9840
0.618 0.9829
HIGH 0.9810
0.618 0.9799
0.500 0.9795
0.382 0.9791
LOW 0.9780
0.618 0.9761
1.000 0.9750
1.618 0.9731
2.618 0.9701
4.250 0.9653
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 0.9804 0.9793
PP 0.9799 0.9778
S1 0.9795 0.9763

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

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