CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.0163 1.0144 -0.0019 -0.2% 1.0186
High 1.0163 1.0144 -0.0019 -0.2% 1.0186
Low 1.0150 1.0144 -0.0006 -0.1% 1.0129
Close 1.0150 1.0144 -0.0006 -0.1% 1.0144
Range 0.0013 0.0000 -0.0013 -100.0% 0.0057
ATR 0.0037 0.0035 -0.0002 -6.0% 0.0000
Volume 3 138 135 4,500.0% 188
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0144 1.0144 1.0144
R3 1.0144 1.0144 1.0144
R2 1.0144 1.0144 1.0144
R1 1.0144 1.0144 1.0144 1.0144
PP 1.0144 1.0144 1.0144 1.0144
S1 1.0144 1.0144 1.0144 1.0144
S2 1.0144 1.0144 1.0144
S3 1.0144 1.0144 1.0144
S4 1.0144 1.0144 1.0144
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0324 1.0291 1.0175
R3 1.0267 1.0234 1.0160
R2 1.0210 1.0210 1.0154
R1 1.0177 1.0177 1.0149 1.0165
PP 1.0153 1.0153 1.0153 1.0147
S1 1.0120 1.0120 1.0139 1.0108
S2 1.0096 1.0096 1.0134
S3 1.0039 1.0063 1.0128
S4 0.9982 1.0006 1.0113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0186 1.0129 0.0057 0.6% 0.0010 0.1% 26% False False 37
10 1.0200 1.0058 0.0142 1.4% 0.0019 0.2% 61% False False 21
20 1.0200 1.0058 0.0142 1.4% 0.0016 0.2% 61% False False 25
40 1.0254 0.9992 0.0262 2.6% 0.0018 0.2% 58% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 1.0144
1.618 1.0144
1.000 1.0144
0.618 1.0144
HIGH 1.0144
0.618 1.0144
0.500 1.0144
0.382 1.0144
LOW 1.0144
0.618 1.0144
1.000 1.0144
1.618 1.0144
2.618 1.0144
4.250 1.0144
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.0144 1.0146
PP 1.0144 1.0145
S1 1.0144 1.0145

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

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