CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.0029 1.0055 0.0026 0.3% 1.0031
High 1.0062 1.0055 -0.0007 -0.1% 1.0088
Low 1.0029 1.0017 -0.0012 -0.1% 1.0012
Close 1.0044 1.0017 -0.0027 -0.3% 1.0063
Range 0.0033 0.0038 0.0005 15.2% 0.0076
ATR 0.0033 0.0034 0.0000 1.0% 0.0000
Volume 71 41 -30 -42.3% 238
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0144 1.0118 1.0038
R3 1.0106 1.0080 1.0027
R2 1.0068 1.0068 1.0024
R1 1.0042 1.0042 1.0020 1.0036
PP 1.0030 1.0030 1.0030 1.0027
S1 1.0004 1.0004 1.0014 0.9998
S2 0.9992 0.9992 1.0010
S3 0.9954 0.9966 1.0007
S4 0.9916 0.9928 0.9996
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 1.0017 0.0071 0.7% 0.0023 0.2% 0% False True 35
10 1.0088 0.9977 0.0111 1.1% 0.0024 0.2% 36% False False 38
20 1.0088 0.9869 0.0219 2.2% 0.0018 0.2% 68% False False 44
40 1.0088 0.9610 0.0478 4.8% 0.0026 0.3% 85% False False 33
60 1.0088 0.9536 0.0552 5.5% 0.0026 0.3% 87% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0217
2.618 1.0154
1.618 1.0116
1.000 1.0093
0.618 1.0078
HIGH 1.0055
0.618 1.0040
0.500 1.0036
0.382 1.0032
LOW 1.0017
0.618 0.9994
1.000 0.9979
1.618 0.9956
2.618 0.9918
4.250 0.9856
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.0036 1.0053
PP 1.0030 1.0041
S1 1.0023 1.0029

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

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