CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	1.0100	1.0107	0.0007	0.1%	1.0182
High	1.0103	1.0133	0.0030	0.3%	1.0197
Low	1.0085	1.0089	0.0004	0.0%	1.0127
Close	1.0092	1.0133	0.0041	0.4%	1.0167
Range	0.0018	0.0044	0.0026	144.4%	0.0070
ATR	0.0034	0.0034	0.0001	2.2%	0.0000
Volume	43	42	-1	-2.3%	128

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0236	1.0157
R3	1.0206	1.0192	1.0145
R2	1.0162	1.0162	1.0141
R1	1.0148	1.0148	1.0137	1.0155
PP	1.0118	1.0118	1.0118	1.0122
S1	1.0104	1.0104	1.0129	1.0111
S2	1.0074	1.0074	1.0125
S3	1.0030	1.0060	1.0121
S4	0.9986	1.0016	1.0109

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0374	1.0340	1.0206
R3	1.0304	1.0270	1.0186
R2	1.0234	1.0234	1.0180
R1	1.0200	1.0200	1.0173	1.0182
PP	1.0164	1.0164	1.0164	1.0155
S1	1.0130	1.0130	1.0161	1.0112
S2	1.0094	1.0094	1.0154
S3	1.0024	1.0060	1.0148
S4	0.9954	0.9990	1.0129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0179	1.0085	0.0094	0.9%	0.0015	0.1%	51%	False	False	27
10	1.0232	1.0085	0.0147	1.5%	0.0014	0.1%	33%	False	False	37
20	1.0254	1.0001	0.0253	2.5%	0.0020	0.2%	52%	False	False	34
40	1.0254	0.9845	0.0409	4.0%	0.0017	0.2%	70%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0320
2.618	1.0248
1.618	1.0204
1.000	1.0177
0.618	1.0160
HIGH	1.0133
0.618	1.0116
0.500	1.0111
0.382	1.0106
LOW	1.0089
0.618	1.0062
1.000	1.0045
1.618	1.0018
2.618	0.9974
4.250	0.9902

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	1.0126	1.0126
PP	1.0118	1.0119
S1	1.0111	1.0113

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols