CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.0154 1.0168 0.0014 0.1% 1.0058
High 1.0154 1.0170 0.0016 0.2% 1.0154
Low 1.0149 1.0155 0.0006 0.1% 1.0021
Close 1.0149 1.0155 0.0006 0.1% 1.0149
Range 0.0005 0.0015 0.0010 200.0% 0.0133
ATR 0.0035 0.0034 -0.0001 -2.8% 0.0000
Volume 29 31 2 6.9% 68
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0205 1.0195 1.0163
R3 1.0190 1.0180 1.0159
R2 1.0175 1.0175 1.0158
R1 1.0165 1.0165 1.0156 1.0163
PP 1.0160 1.0160 1.0160 1.0159
S1 1.0150 1.0150 1.0154 1.0148
S2 1.0145 1.0145 1.0152
S3 1.0130 1.0135 1.0151
S4 1.0115 1.0120 1.0147
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0507 1.0461 1.0222
R3 1.0374 1.0328 1.0186
R2 1.0241 1.0241 1.0173
R1 1.0195 1.0195 1.0161 1.0218
PP 1.0108 1.0108 1.0108 1.0120
S1 1.0062 1.0062 1.0137 1.0085
S2 0.9975 0.9975 1.0125
S3 0.9842 0.9929 1.0112
S4 0.9709 0.9796 1.0076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0170 1.0021 0.0149 1.5% 0.0020 0.2% 90% True False 19
10 1.0170 1.0001 0.0169 1.7% 0.0016 0.2% 91% True False 32
20 1.0170 0.9992 0.0178 1.8% 0.0014 0.1% 92% True False 22
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0234
2.618 1.0209
1.618 1.0194
1.000 1.0185
0.618 1.0179
HIGH 1.0170
0.618 1.0164
0.500 1.0163
0.382 1.0161
LOW 1.0155
0.618 1.0146
1.000 1.0140
1.618 1.0131
2.618 1.0116
4.250 1.0091
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.0163 1.0141
PP 1.0160 1.0127
S1 1.0158 1.0113

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

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