CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 0.9744 0.9746 0.0002 0.0% 0.9731
High 0.9755 0.9758 0.0003 0.0% 0.9770
Low 0.9722 0.9712 -0.0010 -0.1% 0.9671
Close 0.9743 0.9732 -0.0011 -0.1% 0.9718
Range 0.0033 0.0046 0.0013 39.4% 0.0099
ATR 0.0056 0.0055 -0.0001 -1.3% 0.0000
Volume 79,355 107,191 27,836 35.1% 422,776
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9872 0.9848 0.9757
R3 0.9826 0.9802 0.9745
R2 0.9780 0.9780 0.9740
R1 0.9756 0.9756 0.9736 0.9745
PP 0.9734 0.9734 0.9734 0.9729
S1 0.9710 0.9710 0.9728 0.9699
S2 0.9688 0.9688 0.9724
S3 0.9642 0.9664 0.9719
S4 0.9596 0.9618 0.9707
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0017 0.9966 0.9772
R3 0.9918 0.9867 0.9745
R2 0.9819 0.9819 0.9736
R1 0.9768 0.9768 0.9727 0.9744
PP 0.9720 0.9720 0.9720 0.9708
S1 0.9669 0.9669 0.9709 0.9645
S2 0.9621 0.9621 0.9700
S3 0.9522 0.9570 0.9691
S4 0.9423 0.9471 0.9664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9678 0.0092 0.9% 0.0047 0.5% 59% False False 84,859
10 0.9783 0.9665 0.0118 1.2% 0.0056 0.6% 57% False False 86,734
20 0.9993 0.9665 0.0328 3.4% 0.0058 0.6% 20% False False 84,407
40 1.0156 0.9665 0.0491 5.0% 0.0057 0.6% 14% False False 77,993
60 1.0175 0.9665 0.0510 5.2% 0.0053 0.5% 13% False False 69,991
80 1.0175 0.9665 0.0510 5.2% 0.0049 0.5% 13% False False 54,784
100 1.0210 0.9665 0.0545 5.6% 0.0049 0.5% 12% False False 43,912
120 1.0232 0.9665 0.0567 5.8% 0.0050 0.5% 12% False False 36,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9954
2.618 0.9878
1.618 0.9832
1.000 0.9804
0.618 0.9786
HIGH 0.9758
0.618 0.9740
0.500 0.9735
0.382 0.9730
LOW 0.9712
0.618 0.9684
1.000 0.9666
1.618 0.9638
2.618 0.9592
4.250 0.9517
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 0.9735 0.9735
PP 0.9734 0.9734
S1 0.9733 0.9733

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

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