CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 1.0186 1.0150 -0.0036 -0.4% 1.0120
High 1.0186 1.0167 -0.0019 -0.2% 1.0200
Low 1.0186 1.0150 -0.0036 -0.4% 1.0058
Close 1.0186 1.0167 -0.0019 -0.2% 1.0150
Range 0.0000 0.0017 0.0017 0.0142
ATR 0.0038 0.0038 0.0000 -0.3% 0.0000
Volume 21 21 0 0.0% 31
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0212 1.0207 1.0176
R3 1.0195 1.0190 1.0172
R2 1.0178 1.0178 1.0170
R1 1.0173 1.0173 1.0169 1.0176
PP 1.0161 1.0161 1.0161 1.0163
S1 1.0156 1.0156 1.0165 1.0159
S2 1.0144 1.0144 1.0164
S3 1.0127 1.0139 1.0162
S4 1.0110 1.0122 1.0158
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% 0.0029 0.3% 77% False False 13
10 1.0200 1.0058 0.0142 1.4% 0.0022 0.2% 77% False False 20
20 1.0254 1.0058 0.0196 1.9% 0.0020 0.2% 56% False False 25
40 1.0254 0.9992 0.0262 2.6% 0.0018 0.2% 67% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0212
1.618 1.0195
1.000 1.0184
0.618 1.0178
HIGH 1.0167
0.618 1.0161
0.500 1.0159
0.382 1.0156
LOW 1.0150
0.618 1.0139
1.000 1.0133
1.618 1.0122
2.618 1.0105
4.250 1.0078
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 1.0164 1.0166
PP 1.0161 1.0166
S1 1.0159 1.0165

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

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