CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 0.9930 0.9954 0.0024 0.2% 0.9928
High 0.9961 0.9954 -0.0007 -0.1% 0.9961
Low 0.9930 0.9954 0.0024 0.2% 0.9869
Close 0.9951 0.9954 0.0003 0.0% 0.9951
Range 0.0031 0.0000 -0.0031 -100.0% 0.0092
ATR 0.0045 0.0042 -0.0003 -6.7% 0.0000
Volume 12 17 5 41.7% 42
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 0.9954 0.9954 0.9954
R3 0.9954 0.9954 0.9954
R2 0.9954 0.9954 0.9954
R1 0.9954 0.9954 0.9954 0.9954
PP 0.9954 0.9954 0.9954 0.9954
S1 0.9954 0.9954 0.9954 0.9954
S2 0.9954 0.9954 0.9954
S3 0.9954 0.9954 0.9954
S4 0.9954 0.9954 0.9954
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0203 1.0169 1.0002
R3 1.0111 1.0077 0.9976
R2 1.0019 1.0019 0.9968
R1 0.9985 0.9985 0.9959 1.0002
PP 0.9927 0.9927 0.9927 0.9936
S1 0.9893 0.9893 0.9943 0.9910
S2 0.9835 0.9835 0.9934
S3 0.9743 0.9801 0.9926
S4 0.9651 0.9709 0.9900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9961 0.9869 0.0092 0.9% 0.0016 0.2% 92% False False 10
10 0.9961 0.9734 0.0227 2.3% 0.0022 0.2% 97% False False 17
20 0.9961 0.9715 0.0246 2.5% 0.0021 0.2% 97% False False 21
40 0.9961 0.9610 0.0351 3.5% 0.0025 0.3% 98% False False 30
60 0.9961 0.9536 0.0425 4.3% 0.0026 0.3% 98% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 0.9954
2.618 0.9954
1.618 0.9954
1.000 0.9954
0.618 0.9954
HIGH 0.9954
0.618 0.9954
0.500 0.9954
0.382 0.9954
LOW 0.9954
0.618 0.9954
1.000 0.9954
1.618 0.9954
2.618 0.9954
4.250 0.9954
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 0.9954 0.9941
PP 0.9954 0.9928
S1 0.9954 0.9915

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

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