CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.0050 1.0029 -0.0021 -0.2% 0.9998
High 1.0061 1.0038 -0.0023 -0.2% 1.0061
Low 1.0050 1.0029 -0.0021 -0.2% 0.9998
Close 1.0061 1.0038 -0.0023 -0.2% 1.0038
Range 0.0011 0.0009 -0.0002 -18.2% 0.0063
ATR 0.0023 0.0023 0.0001 2.9% 0.0000
Volume 11 12 1 9.1% 35
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0062 1.0059 1.0043
R3 1.0053 1.0050 1.0040
R2 1.0044 1.0044 1.0040
R1 1.0041 1.0041 1.0039 1.0043
PP 1.0035 1.0035 1.0035 1.0036
S1 1.0032 1.0032 1.0037 1.0034
S2 1.0026 1.0026 1.0036
S3 1.0017 1.0023 1.0036
S4 1.0008 1.0014 1.0033
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0221 1.0193 1.0073
R3 1.0158 1.0130 1.0055
R2 1.0095 1.0095 1.0050
R1 1.0067 1.0067 1.0044 1.0081
PP 1.0032 1.0032 1.0032 1.0040
S1 1.0004 1.0004 1.0032 1.0018
S2 0.9969 0.9969 1.0026
S3 0.9906 0.9941 1.0021
S4 0.9843 0.9878 1.0003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0061 0.9998 0.0063 0.6% 0.0008 0.1% 63% False False 7
10 1.0061 0.9931 0.0130 1.3% 0.0008 0.1% 82% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0076
2.618 1.0062
1.618 1.0053
1.000 1.0047
0.618 1.0044
HIGH 1.0038
0.618 1.0035
0.500 1.0034
0.382 1.0032
LOW 1.0029
0.618 1.0023
1.000 1.0020
1.618 1.0014
2.618 1.0005
4.250 0.9991
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.0037 1.0038
PP 1.0035 1.0037
S1 1.0034 1.0037

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

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