CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 0.9823 0.9765 -0.0058 -0.6% 0.9805
High 0.9828 0.9779 -0.0049 -0.5% 0.9880
Low 0.9823 0.9765 -0.0058 -0.6% 0.9805
Close 0.9826 0.9778 -0.0048 -0.5% 0.9826
Range 0.0005 0.0014 0.0009 180.0% 0.0075
ATR 0.0040 0.0041 0.0002 3.8% 0.0000
Volume 21 33 12 57.1% 148
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9816 0.9811 0.9786
R3 0.9802 0.9797 0.9782
R2 0.9788 0.9788 0.9781
R1 0.9783 0.9783 0.9779 0.9786
PP 0.9774 0.9774 0.9774 0.9775
S1 0.9769 0.9769 0.9777 0.9772
S2 0.9760 0.9760 0.9775
S3 0.9746 0.9755 0.9774
S4 0.9732 0.9741 0.9770
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 0.9765 0.0115 1.2% 0.0012 0.1% 11% False True 34
10 0.9880 0.9715 0.0165 1.7% 0.0020 0.2% 38% False False 25
20 0.9880 0.9610 0.0270 2.8% 0.0033 0.3% 62% False False 21
40 0.9880 0.9536 0.0344 3.5% 0.0029 0.3% 70% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9839
2.618 0.9816
1.618 0.9802
1.000 0.9793
0.618 0.9788
HIGH 0.9779
0.618 0.9774
0.500 0.9772
0.382 0.9770
LOW 0.9765
0.618 0.9756
1.000 0.9751
1.618 0.9742
2.618 0.9728
4.250 0.9706
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 0.9776 0.9823
PP 0.9774 0.9808
S1 0.9772 0.9793

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

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