CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 1.0150 1.0163 0.0013 0.1% 1.0120
High 1.0150 1.0163 0.0013 0.1% 1.0200
Low 1.0129 1.0150 0.0021 0.2% 1.0058
Close 1.0129 1.0150 0.0021 0.2% 1.0150
Range 0.0021 0.0013 -0.0008 -38.1% 0.0142
ATR 0.0038 0.0037 0.0000 -0.7% 0.0000
Volume 5 3 -2 -40.0% 31
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0193 1.0185 1.0157
R3 1.0180 1.0172 1.0154
R2 1.0167 1.0167 1.0152
R1 1.0159 1.0159 1.0151 1.0157
PP 1.0154 1.0154 1.0154 1.0153
S1 1.0146 1.0146 1.0149 1.0144
S2 1.0141 1.0141 1.0148
S3 1.0128 1.0133 1.0146
S4 1.0115 1.0120 1.0143
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 1.0129 0.0071 0.7% 0.0024 0.2% 30% False False 15
10 1.0200 1.0058 0.0142 1.4% 0.0019 0.2% 65% False False 12
20 1.0232 1.0058 0.0174 1.7% 0.0016 0.2% 53% False False 24
40 1.0254 0.9992 0.0262 2.6% 0.0019 0.2% 60% False False 24
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0218
2.618 1.0197
1.618 1.0184
1.000 1.0176
0.618 1.0171
HIGH 1.0163
0.618 1.0158
0.500 1.0157
0.382 1.0155
LOW 1.0150
0.618 1.0142
1.000 1.0137
1.618 1.0129
2.618 1.0116
4.250 1.0095
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 1.0157 1.0149
PP 1.0154 1.0149
S1 1.0152 1.0148

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

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