CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.0088 1.0029 -0.0059 -0.6% 1.0031
High 1.0088 1.0062 -0.0026 -0.3% 1.0088
Low 1.0055 1.0029 -0.0026 -0.3% 1.0012
Close 1.0061 1.0044 -0.0017 -0.2% 1.0063
Range 0.0033 0.0033 0.0000 0.0% 0.0076
ATR 0.0033 0.0033 0.0000 0.0% 0.0000
Volume 12 71 59 491.7% 238
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0144 1.0127 1.0062
R3 1.0111 1.0094 1.0053
R2 1.0078 1.0078 1.0050
R1 1.0061 1.0061 1.0047 1.0070
PP 1.0045 1.0045 1.0045 1.0049
S1 1.0028 1.0028 1.0041 1.0037
S2 1.0012 1.0012 1.0038
S3 0.9979 0.9995 1.0035
S4 0.9946 0.9962 1.0026
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 1.0029 0.0059 0.6% 0.0022 0.2% 25% False True 41
10 1.0088 0.9977 0.0111 1.1% 0.0022 0.2% 60% False False 40
20 1.0088 0.9845 0.0243 2.4% 0.0019 0.2% 82% False False 43
40 1.0088 0.9610 0.0478 4.8% 0.0025 0.3% 91% False False 32
60 1.0088 0.9536 0.0552 5.5% 0.0027 0.3% 92% 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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.0202
2.618 1.0148
1.618 1.0115
1.000 1.0095
0.618 1.0082
HIGH 1.0062
0.618 1.0049
0.500 1.0046
0.382 1.0042
LOW 1.0029
0.618 1.0009
1.000 0.9996
1.618 0.9976
2.618 0.9943
4.250 0.9889
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.0046 1.0059
PP 1.0045 1.0054
S1 1.0045 1.0049

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

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