CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 0.9860 0.9823 -0.0037 -0.4% 0.9805
High 0.9880 0.9828 -0.0052 -0.5% 0.9880
Low 0.9860 0.9823 -0.0037 -0.4% 0.9805
Close 0.9875 0.9826 -0.0049 -0.5% 0.9826
Range 0.0020 0.0005 -0.0015 -75.0% 0.0075
ATR 0.0039 0.0040 0.0001 2.4% 0.0000
Volume 33 21 -12 -36.4% 148
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9841 0.9838 0.9829
R3 0.9836 0.9833 0.9827
R2 0.9831 0.9831 0.9827
R1 0.9828 0.9828 0.9826 0.9830
PP 0.9826 0.9826 0.9826 0.9826
S1 0.9823 0.9823 0.9826 0.9825
S2 0.9821 0.9821 0.9825
S3 0.9816 0.9818 0.9825
S4 0.9811 0.9813 0.9823
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0062 1.0019 0.9867
R3 0.9987 0.9944 0.9847
R2 0.9912 0.9912 0.9840
R1 0.9869 0.9869 0.9833 0.9891
PP 0.9837 0.9837 0.9837 0.9848
S1 0.9794 0.9794 0.9819 0.9816
S2 0.9762 0.9762 0.9812
S3 0.9687 0.9719 0.9805
S4 0.9612 0.9644 0.9785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9880 0.9805 0.0075 0.8% 0.0010 0.1% 28% False False 29
10 0.9880 0.9715 0.0165 1.7% 0.0019 0.2% 67% False False 23
20 0.9880 0.9610 0.0270 2.7% 0.0033 0.3% 80% False False 22
40 0.9880 0.9536 0.0344 3.5% 0.0030 0.3% 84% False False 52
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9849
2.618 0.9841
1.618 0.9836
1.000 0.9833
0.618 0.9831
HIGH 0.9828
0.618 0.9826
0.500 0.9826
0.382 0.9825
LOW 0.9823
0.618 0.9820
1.000 0.9818
1.618 0.9815
2.618 0.9810
4.250 0.9802
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 0.9826 0.9852
PP 0.9826 0.9843
S1 0.9826 0.9835

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

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