CME Canadian Dollar Future June 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 1.0071 1.0058 -0.0013 -0.1% 1.0030
High 1.0071 1.0073 0.0002 0.0% 1.0071
Low 1.0071 1.0058 -0.0013 -0.1% 1.0001
Close 1.0071 1.0073 0.0002 0.0% 1.0071
Range 0.0000 0.0015 0.0015 0.0070
ATR 0.0029 0.0028 -0.0001 -3.5% 0.0000
Volume 1 1 0 0.0% 225
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0113 1.0108 1.0081
R3 1.0098 1.0093 1.0077
R2 1.0083 1.0083 1.0076
R1 1.0078 1.0078 1.0074 1.0081
PP 1.0068 1.0068 1.0068 1.0069
S1 1.0063 1.0063 1.0072 1.0066
S2 1.0053 1.0053 1.0070
S3 1.0038 1.0048 1.0069
S4 1.0023 1.0033 1.0065
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0258 1.0234 1.0110
R3 1.0188 1.0164 1.0090
R2 1.0118 1.0118 1.0084
R1 1.0094 1.0094 1.0077 1.0106
PP 1.0048 1.0048 1.0048 1.0054
S1 1.0024 1.0024 1.0065 1.0036
S2 0.9978 0.9978 1.0058
S3 0.9908 0.9954 1.0052
S4 0.9838 0.9884 1.0033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0073 1.0001 0.0072 0.7% 0.0012 0.1% 100% True False 43
10 1.0073 0.9992 0.0081 0.8% 0.0015 0.1% 100% True False 30
20 1.0073 0.9950 0.0123 1.2% 0.0012 0.1% 100% True False 19
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0137
2.618 1.0112
1.618 1.0097
1.000 1.0088
0.618 1.0082
HIGH 1.0073
0.618 1.0067
0.500 1.0066
0.382 1.0064
LOW 1.0058
0.618 1.0049
1.000 1.0043
1.618 1.0034
2.618 1.0019
4.250 0.9994
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.0071 1.0061
PP 1.0068 1.0049
S1 1.0066 1.0037

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

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