CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1.0163 1.0220 0.0057 0.6% 1.0168
High 1.0254 1.0232 -0.0022 -0.2% 1.0254
Low 1.0163 1.0220 0.0057 0.6% 1.0155
Close 1.0238 1.0232 -0.0006 -0.1% 1.0232
Range 0.0091 0.0012 -0.0079 -86.8% 0.0099
ATR 0.0039 0.0038 -0.0002 -3.9% 0.0000
Volume 13 115 102 784.6% 173
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0264 1.0260 1.0239
R3 1.0252 1.0248 1.0235
R2 1.0240 1.0240 1.0234
R1 1.0236 1.0236 1.0233 1.0238
PP 1.0228 1.0228 1.0228 1.0229
S1 1.0224 1.0224 1.0231 1.0226
S2 1.0216 1.0216 1.0230
S3 1.0204 1.0212 1.0229
S4 1.0192 1.0200 1.0225
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0511 1.0470 1.0286
R3 1.0412 1.0371 1.0259
R2 1.0313 1.0313 1.0250
R1 1.0272 1.0272 1.0241 1.0293
PP 1.0214 1.0214 1.0214 1.0224
S1 1.0173 1.0173 1.0223 1.0194
S2 1.0115 1.0115 1.0214
S3 1.0016 1.0074 1.0205
S4 0.9917 0.9975 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0254 1.0155 0.0099 1.0% 0.0036 0.4% 78% False False 34
10 1.0254 1.0021 0.0233 2.3% 0.0027 0.3% 91% False False 24
20 1.0254 0.9992 0.0262 2.6% 0.0021 0.2% 92% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0283
2.618 1.0263
1.618 1.0251
1.000 1.0244
0.618 1.0239
HIGH 1.0232
0.618 1.0227
0.500 1.0226
0.382 1.0225
LOW 1.0220
0.618 1.0213
1.000 1.0208
1.618 1.0201
2.618 1.0189
4.250 1.0169
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1.0230 1.0224
PP 1.0228 1.0216
S1 1.0226 1.0209

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

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