CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 0.9848 0.9908 0.0060 0.6% 0.9765
High 0.9886 0.9908 0.0022 0.2% 0.9908
Low 0.9845 0.9905 0.0060 0.6% 0.9734
Close 0.9852 0.9905 0.0053 0.5% 0.9905
Range 0.0041 0.0003 -0.0038 -92.7% 0.0174
ATR 0.0046 0.0047 0.0001 1.5% 0.0000
Volume 8 65 57 712.5% 146
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9915 0.9913 0.9907
R3 0.9912 0.9910 0.9906
R2 0.9909 0.9909 0.9906
R1 0.9907 0.9907 0.9905 0.9907
PP 0.9906 0.9906 0.9906 0.9906
S1 0.9904 0.9904 0.9905 0.9904
S2 0.9903 0.9903 0.9904
S3 0.9900 0.9901 0.9904
S4 0.9897 0.9898 0.9903
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0312 1.0001
R3 1.0197 1.0138 0.9953
R2 1.0023 1.0023 0.9937
R1 0.9964 0.9964 0.9921 0.9994
PP 0.9849 0.9849 0.9849 0.9864
S1 0.9790 0.9790 0.9889 0.9820
S2 0.9675 0.9675 0.9873
S3 0.9501 0.9616 0.9857
S4 0.9327 0.9442 0.9809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9908 0.9734 0.0174 1.8% 0.0030 0.3% 98% True False 29
10 0.9908 0.9734 0.0174 1.8% 0.0020 0.2% 98% True False 29
20 0.9908 0.9630 0.0278 2.8% 0.0029 0.3% 99% True False 22
40 0.9908 0.9536 0.0372 3.8% 0.0030 0.3% 99% True False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9921
2.618 0.9916
1.618 0.9913
1.000 0.9911
0.618 0.9910
HIGH 0.9908
0.618 0.9907
0.500 0.9907
0.382 0.9906
LOW 0.9905
0.618 0.9903
1.000 0.9902
1.618 0.9900
2.618 0.9897
4.250 0.9892
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 0.9907 0.9882
PP 0.9906 0.9858
S1 0.9906 0.9835

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

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