CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.0138 1.0134 -0.0004 0.0% 1.0111
High 1.0158 1.0150 -0.0008 -0.1% 1.0158
Low 1.0125 1.0115 -0.0010 -0.1% 1.0092
Close 1.0130 1.0117 -0.0013 -0.1% 1.0117
Range 0.0033 0.0035 0.0002 6.1% 0.0066
ATR 0.0040 0.0040 0.0000 -0.9% 0.0000
Volume 60,387 76,674 16,287 27.0% 232,462
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0232 1.0210 1.0136
R3 1.0197 1.0175 1.0127
R2 1.0162 1.0162 1.0123
R1 1.0140 1.0140 1.0120 1.0134
PP 1.0127 1.0127 1.0127 1.0124
S1 1.0105 1.0105 1.0114 1.0099
S2 1.0092 1.0092 1.0111
S3 1.0057 1.0070 1.0107
S4 1.0022 1.0035 1.0098
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0320 1.0285 1.0153
R3 1.0254 1.0219 1.0135
R2 1.0188 1.0188 1.0129
R1 1.0153 1.0153 1.0123 1.0171
PP 1.0122 1.0122 1.0122 1.0131
S1 1.0087 1.0087 1.0111 1.0105
S2 1.0056 1.0056 1.0105
S3 0.9990 1.0021 1.0099
S4 0.9924 0.9955 1.0081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0158 1.0092 0.0066 0.7% 0.0031 0.3% 38% False False 46,492
10 1.0158 1.0024 0.0134 1.3% 0.0036 0.4% 69% False False 24,852
20 1.0158 0.9919 0.0239 2.4% 0.0038 0.4% 83% False False 12,953
40 1.0158 0.9919 0.0239 2.4% 0.0042 0.4% 83% False False 6,704
60 1.0232 0.9919 0.0313 3.1% 0.0046 0.5% 63% False False 4,531
80 1.0320 0.9919 0.0401 4.0% 0.0043 0.4% 49% False False 3,423
100 1.0320 0.9845 0.0475 4.7% 0.0038 0.4% 57% False False 2,747
120 1.0320 0.9610 0.0710 7.0% 0.0037 0.4% 71% False False 2,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0242
1.618 1.0207
1.000 1.0185
0.618 1.0172
HIGH 1.0150
0.618 1.0137
0.500 1.0133
0.382 1.0128
LOW 1.0115
0.618 1.0093
1.000 1.0080
1.618 1.0058
2.618 1.0023
4.250 0.9966
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.0133 1.0137
PP 1.0127 1.0130
S1 1.0122 1.0124

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

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