CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.0040 1.0028 -0.0012 -0.1% 1.0051
High 1.0062 1.0063 0.0001 0.0% 1.0070
Low 1.0025 1.0024 -0.0001 0.0% 1.0016
Close 1.0029 1.0050 0.0021 0.2% 1.0046
Range 0.0037 0.0039 0.0002 5.4% 0.0054
ATR 0.0043 0.0043 0.0000 -0.7% 0.0000
Volume 665 1,843 1,178 177.1% 8,746
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0163 1.0145 1.0071
R3 1.0124 1.0106 1.0061
R2 1.0085 1.0085 1.0057
R1 1.0067 1.0067 1.0054 1.0076
PP 1.0046 1.0046 1.0046 1.0050
S1 1.0028 1.0028 1.0046 1.0037
S2 1.0007 1.0007 1.0043
S3 0.9968 0.9989 1.0039
S4 0.9929 0.9950 1.0029
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0206 1.0180 1.0076
R3 1.0152 1.0126 1.0061
R2 1.0098 1.0098 1.0056
R1 1.0072 1.0072 1.0051 1.0058
PP 1.0044 1.0044 1.0044 1.0037
S1 1.0018 1.0018 1.0041 1.0004
S2 0.9990 0.9990 1.0036
S3 0.9936 0.9964 1.0031
S4 0.9882 0.9910 1.0016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0064 1.0016 0.0048 0.5% 0.0034 0.3% 71% False False 2,007
10 1.0070 0.9986 0.0084 0.8% 0.0036 0.4% 76% False False 1,208
20 1.0095 0.9919 0.0176 1.8% 0.0041 0.4% 74% False False 836
40 1.0220 0.9919 0.0301 3.0% 0.0048 0.5% 44% False False 611
60 1.0320 0.9919 0.0401 4.0% 0.0047 0.5% 33% False False 455
80 1.0320 0.9919 0.0401 4.0% 0.0042 0.4% 33% False False 352
100 1.0320 0.9734 0.0586 5.8% 0.0037 0.4% 54% False False 289
120 1.0320 0.9610 0.0710 7.1% 0.0037 0.4% 62% False False 246
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0165
1.618 1.0126
1.000 1.0102
0.618 1.0087
HIGH 1.0063
0.618 1.0048
0.500 1.0044
0.382 1.0039
LOW 1.0024
0.618 1.0000
1.000 0.9985
1.618 0.9961
2.618 0.9922
4.250 0.9858
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.0048 1.0048
PP 1.0046 1.0046
S1 1.0044 1.0044

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

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