CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.0100 1.0105 0.0005 0.0% 1.0047
High 1.0100 1.0105 0.0005 0.0% 1.0110
Low 1.0096 1.0088 -0.0008 -0.1% 1.0026
Close 1.0098 1.0099 0.0001 0.0% 1.0098
Range 0.0004 0.0017 0.0013 325.0% 0.0084
ATR 0.0036 0.0034 -0.0001 -3.7% 0.0000
Volume 26 71 45 173.1% 190
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0148 1.0141 1.0108
R3 1.0131 1.0124 1.0104
R2 1.0114 1.0114 1.0102
R1 1.0107 1.0107 1.0101 1.0102
PP 1.0097 1.0097 1.0097 1.0095
S1 1.0090 1.0090 1.0097 1.0085
S2 1.0080 1.0080 1.0096
S3 1.0063 1.0073 1.0094
S4 1.0046 1.0056 1.0090
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0330 1.0298 1.0144
R3 1.0246 1.0214 1.0121
R2 1.0162 1.0162 1.0113
R1 1.0130 1.0130 1.0106 1.0146
PP 1.0078 1.0078 1.0078 1.0086
S1 1.0046 1.0046 1.0090 1.0062
S2 0.9994 0.9994 1.0083
S3 0.9910 0.9962 1.0075
S4 0.9826 0.9878 1.0052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0110 1.0026 0.0084 0.8% 0.0019 0.2% 87% False False 43
10 1.0110 1.0017 0.0093 0.9% 0.0021 0.2% 88% False False 38
20 1.0110 0.9975 0.0135 1.3% 0.0020 0.2% 92% False False 51
40 1.0110 0.9715 0.0395 3.9% 0.0020 0.2% 97% False False 36
60 1.0110 0.9610 0.0500 5.0% 0.0023 0.2% 98% False False 37
80 1.0110 0.9536 0.0574 5.7% 0.0025 0.2% 98% False False 48
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0177
2.618 1.0150
1.618 1.0133
1.000 1.0122
0.618 1.0116
HIGH 1.0105
0.618 1.0099
0.500 1.0097
0.382 1.0094
LOW 1.0088
0.618 1.0077
1.000 1.0071
1.618 1.0060
2.618 1.0043
4.250 1.0016
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.0098 1.0088
PP 1.0097 1.0077
S1 1.0097 1.0066

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

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