CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1.0185 1.0163 -0.0022 -0.2% 1.0058
High 1.0185 1.0254 0.0069 0.7% 1.0154
Low 1.0164 1.0163 -0.0001 0.0% 1.0021
Close 1.0166 1.0238 0.0072 0.7% 1.0149
Range 0.0021 0.0091 0.0070 333.3% 0.0133
ATR 0.0035 0.0039 0.0004 11.2% 0.0000
Volume 7 13 6 85.7% 68
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0491 1.0456 1.0288
R3 1.0400 1.0365 1.0263
R2 1.0309 1.0309 1.0255
R1 1.0274 1.0274 1.0246 1.0292
PP 1.0218 1.0218 1.0218 1.0227
S1 1.0183 1.0183 1.0230 1.0201
S2 1.0127 1.0127 1.0221
S3 1.0036 1.0092 1.0213
S4 0.9945 1.0001 1.0188
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 1.0254 1.0149 0.0105 1.0% 0.0035 0.3% 85% True False 17
10 1.0254 1.0001 0.0253 2.5% 0.0026 0.3% 94% True False 31
20 1.0254 0.9992 0.0262 2.6% 0.0021 0.2% 94% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0641
2.618 1.0492
1.618 1.0401
1.000 1.0345
0.618 1.0310
HIGH 1.0254
0.618 1.0219
0.500 1.0209
0.382 1.0198
LOW 1.0163
0.618 1.0107
1.000 1.0072
1.618 1.0016
2.618 0.9925
4.250 0.9776
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1.0228 1.0228
PP 1.0218 1.0218
S1 1.0209 1.0209

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

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