CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 1.0130 1.0186 0.0056 0.6% 1.0120
High 1.0200 1.0186 -0.0014 -0.1% 1.0200
Low 1.0130 1.0186 0.0056 0.6% 1.0058
Close 1.0150 1.0186 0.0036 0.4% 1.0150
Range 0.0070 0.0000 -0.0070 -100.0% 0.0142
ATR 0.0038 0.0038 0.0000 -0.4% 0.0000
Volume 25 21 -4 -16.0% 31
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0186 1.0186 1.0186
R3 1.0186 1.0186 1.0186
R2 1.0186 1.0186 1.0186
R1 1.0186 1.0186 1.0186 1.0186
PP 1.0186 1.0186 1.0186 1.0186
S1 1.0186 1.0186 1.0186 1.0186
S2 1.0186 1.0186 1.0186
S3 1.0186 1.0186 1.0186
S4 1.0186 1.0186 1.0186
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0562 1.0498 1.0228
R3 1.0420 1.0356 1.0189
R2 1.0278 1.0278 1.0176
R1 1.0214 1.0214 1.0163 1.0246
PP 1.0136 1.0136 1.0136 1.0152
S1 1.0072 1.0072 1.0137 1.0104
S2 0.9994 0.9994 1.0124
S3 0.9852 0.9930 1.0111
S4 0.9710 0.9788 1.0072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0200 1.0058 0.0142 1.4% 0.0026 0.3% 90% False False 10
10 1.0200 1.0058 0.0142 1.4% 0.0020 0.2% 90% False False 22
20 1.0254 1.0058 0.0196 1.9% 0.0022 0.2% 65% False False 24
40 1.0254 0.9992 0.0262 2.6% 0.0018 0.2% 74% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0186
2.618 1.0186
1.618 1.0186
1.000 1.0186
0.618 1.0186
HIGH 1.0186
0.618 1.0186
0.500 1.0186
0.382 1.0186
LOW 1.0186
0.618 1.0186
1.000 1.0186
1.618 1.0186
2.618 1.0186
4.250 1.0186
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 1.0186 1.0170
PP 1.0186 1.0154
S1 1.0186 1.0138

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

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