CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.0063 1.0062 -0.0001 0.0% 1.0031
High 1.0063 1.0069 0.0006 0.1% 1.0088
Low 1.0063 1.0060 -0.0003 0.0% 1.0012
Close 1.0063 1.0068 0.0005 0.0% 1.0063
Range 0.0000 0.0009 0.0009 0.0076
ATR 0.0035 0.0033 -0.0002 -5.3% 0.0000
Volume 50 1 -49 -98.0% 238
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0093 1.0089 1.0073
R3 1.0084 1.0080 1.0070
R2 1.0075 1.0075 1.0070
R1 1.0071 1.0071 1.0069 1.0073
PP 1.0066 1.0066 1.0066 1.0067
S1 1.0062 1.0062 1.0067 1.0064
S2 1.0057 1.0057 1.0066
S3 1.0048 1.0053 1.0066
S4 1.0039 1.0044 1.0063
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0282 1.0249 1.0105
R3 1.0206 1.0173 1.0084
R2 1.0130 1.0130 1.0077
R1 1.0097 1.0097 1.0070 1.0114
PP 1.0054 1.0054 1.0054 1.0063
S1 1.0021 1.0021 1.0056 1.0038
S2 0.9978 0.9978 1.0049
S3 0.9902 0.9945 1.0042
S4 0.9826 0.9869 1.0021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0088 1.0030 0.0058 0.6% 0.0014 0.1% 66% False False 35
10 1.0088 0.9975 0.0113 1.1% 0.0018 0.2% 82% False False 64
20 1.0088 0.9734 0.0354 3.5% 0.0020 0.2% 94% False False 40
40 1.0088 0.9610 0.0478 4.7% 0.0026 0.3% 96% False False 31
60 1.0088 0.9536 0.0552 5.5% 0.0026 0.3% 96% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0107
2.618 1.0093
1.618 1.0084
1.000 1.0078
0.618 1.0075
HIGH 1.0069
0.618 1.0066
0.500 1.0065
0.382 1.0063
LOW 1.0060
0.618 1.0054
1.000 1.0051
1.618 1.0045
2.618 1.0036
4.250 1.0022
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.0067 1.0072
PP 1.0066 1.0070
S1 1.0065 1.0069

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

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