CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 0.9928 0.9919 -0.0009 -0.1% 0.9765
High 0.9928 0.9919 -0.0009 -0.1% 0.9908
Low 0.9928 0.9919 -0.0009 -0.1% 0.9734
Close 0.9928 0.9919 -0.0009 -0.1% 0.9905
Range
ATR 0.0045 0.0043 -0.0003 -5.7% 0.0000
Volume 9 9 0 0.0% 146
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9919 0.9919 0.9919
R3 0.9919 0.9919 0.9919
R2 0.9919 0.9919 0.9919
R1 0.9919 0.9919 0.9919 0.9919
PP 0.9919 0.9919 0.9919 0.9919
S1 0.9919 0.9919 0.9919 0.9919
S2 0.9919 0.9919 0.9919
S3 0.9919 0.9919 0.9919
S4 0.9919 0.9919 0.9919
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 0.9928 0.9762 0.0166 1.7% 0.0018 0.2% 95% False False 21
10 0.9928 0.9734 0.0194 2.0% 0.0018 0.2% 95% False False 29
20 0.9928 0.9715 0.0213 2.1% 0.0021 0.2% 96% False False 21
40 0.9928 0.9579 0.0349 3.5% 0.0028 0.3% 97% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.9919
2.618 0.9919
1.618 0.9919
1.000 0.9919
0.618 0.9919
HIGH 0.9919
0.618 0.9919
0.500 0.9919
0.382 0.9919
LOW 0.9919
0.618 0.9919
1.000 0.9919
1.618 0.9919
2.618 0.9919
4.250 0.9919
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 0.9919 0.9918
PP 0.9919 0.9917
S1 0.9919 0.9917

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

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