CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 1.0087 1.0109 0.0022 0.2% 1.0186
High 1.0094 1.0169 0.0075 0.7% 1.0186
Low 1.0072 1.0109 0.0037 0.4% 1.0129
Close 1.0072 1.0169 0.0097 1.0% 1.0144
Range 0.0022 0.0060 0.0038 172.7% 0.0057
ATR 0.0037 0.0041 0.0004 11.5% 0.0000
Volume 23 20 -3 -13.0% 188
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0329 1.0309 1.0202
R3 1.0269 1.0249 1.0186
R2 1.0209 1.0209 1.0180
R1 1.0189 1.0189 1.0175 1.0199
PP 1.0149 1.0149 1.0149 1.0154
S1 1.0129 1.0129 1.0164 1.0139
S2 1.0089 1.0089 1.0158
S3 1.0029 1.0069 1.0153
S4 0.9969 1.0009 1.0136
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 1.0169 1.0072 0.0097 1.0% 0.0019 0.2% 100% True False 41
10 1.0200 1.0072 0.0128 1.3% 0.0026 0.3% 76% False False 28
20 1.0200 1.0058 0.0142 1.4% 0.0019 0.2% 78% False False 24
40 1.0254 0.9992 0.0262 2.6% 0.0019 0.2% 68% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0424
2.618 1.0326
1.618 1.0266
1.000 1.0229
0.618 1.0206
HIGH 1.0169
0.618 1.0146
0.500 1.0139
0.382 1.0132
LOW 1.0109
0.618 1.0072
1.000 1.0049
1.618 1.0012
2.618 0.9952
4.250 0.9854
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 1.0159 1.0153
PP 1.0149 1.0137
S1 1.0139 1.0121

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

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