CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.0120 1.0099 -0.0021 -0.2% 1.0154
High 1.0120 1.0099 -0.0021 -0.2% 1.0154
Low 1.0110 1.0099 -0.0011 -0.1% 1.0085
Close 1.0117 1.0099 -0.0018 -0.2% 1.0103
Range 0.0010 0.0000 -0.0010 -100.0% 0.0069
ATR 0.0033 0.0032 -0.0001 -3.2% 0.0000
Volume 1 3 2 200.0% 172
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0099 1.0099 1.0099
R3 1.0099 1.0099 1.0099
R2 1.0099 1.0099 1.0099
R1 1.0099 1.0099 1.0099 1.0099
PP 1.0099 1.0099 1.0099 1.0099
S1 1.0099 1.0099 1.0099 1.0099
S2 1.0099 1.0099 1.0099
S3 1.0099 1.0099 1.0099
S4 1.0099 1.0099 1.0099
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0321 1.0281 1.0141
R3 1.0252 1.0212 1.0122
R2 1.0183 1.0183 1.0116
R1 1.0143 1.0143 1.0109 1.0129
PP 1.0114 1.0114 1.0114 1.0107
S1 1.0074 1.0074 1.0097 1.0060
S2 1.0045 1.0045 1.0090
S3 0.9976 1.0005 1.0084
S4 0.9907 0.9936 1.0065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0133 1.0085 0.0048 0.5% 0.0014 0.1% 29% False False 26
10 1.0197 1.0085 0.0112 1.1% 0.0014 0.1% 13% False False 24
20 1.0254 1.0021 0.0233 2.3% 0.0020 0.2% 33% False False 27
40 1.0254 0.9950 0.0304 3.0% 0.0016 0.2% 49% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0099
2.618 1.0099
1.618 1.0099
1.000 1.0099
0.618 1.0099
HIGH 1.0099
0.618 1.0099
0.500 1.0099
0.382 1.0099
LOW 1.0099
0.618 1.0099
1.000 1.0099
1.618 1.0099
2.618 1.0099
4.250 1.0099
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.0099 1.0110
PP 1.0099 1.0106
S1 1.0099 1.0103

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

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