CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 0.9919 0.9935 0.0016 0.2% 0.9765
High 0.9919 0.9935 0.0016 0.2% 0.9908
Low 0.9919 0.9903 -0.0016 -0.2% 0.9734
Close 0.9919 0.9904 -0.0015 -0.2% 0.9905
Range 0.0000 0.0032 0.0032 0.0174
ATR 0.0043 0.0042 -0.0001 -1.8% 0.0000
Volume 9 9 0 0.0% 146
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0010 0.9989 0.9922
R3 0.9978 0.9957 0.9913
R2 0.9946 0.9946 0.9910
R1 0.9925 0.9925 0.9907 0.9920
PP 0.9914 0.9914 0.9914 0.9911
S1 0.9893 0.9893 0.9901 0.9888
S2 0.9882 0.9882 0.9898
S3 0.9850 0.9861 0.9895
S4 0.9818 0.9829 0.9886
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 0.9935 0.9845 0.0090 0.9% 0.0015 0.2% 66% True False 20
10 0.9935 0.9734 0.0201 2.0% 0.0021 0.2% 85% True False 22
20 0.9935 0.9715 0.0220 2.2% 0.0021 0.2% 86% True False 21
40 0.9935 0.9600 0.0335 3.4% 0.0028 0.3% 91% True False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0071
2.618 1.0019
1.618 0.9987
1.000 0.9967
0.618 0.9955
HIGH 0.9935
0.618 0.9923
0.500 0.9919
0.382 0.9915
LOW 0.9903
0.618 0.9883
1.000 0.9871
1.618 0.9851
2.618 0.9819
4.250 0.9767
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 0.9919 0.9919
PP 0.9914 0.9914
S1 0.9909 0.9909

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

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