CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1.0109 1.0124 0.0015 0.1% 1.0186
High 1.0169 1.0126 -0.0043 -0.4% 1.0186
Low 1.0109 1.0089 -0.0020 -0.2% 1.0129
Close 1.0169 1.0089 -0.0080 -0.8% 1.0144
Range 0.0060 0.0037 -0.0023 -38.3% 0.0057
ATR 0.0041 0.0044 0.0003 6.7% 0.0000
Volume 20 13 -7 -35.0% 188
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0212 1.0188 1.0109
R3 1.0175 1.0151 1.0099
R2 1.0138 1.0138 1.0096
R1 1.0114 1.0114 1.0092 1.0108
PP 1.0101 1.0101 1.0101 1.0098
S1 1.0077 1.0077 1.0086 1.0071
S2 1.0064 1.0064 1.0082
S3 1.0027 1.0040 1.0079
S4 0.9990 1.0003 1.0069
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% 0.0024 0.2% 18% False False 43
10 1.0200 1.0072 0.0128 1.3% 0.0024 0.2% 13% False False 29
20 1.0200 1.0058 0.0142 1.4% 0.0019 0.2% 22% False False 23
40 1.0254 0.9992 0.0262 2.6% 0.0020 0.2% 37% False False 26
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0283
2.618 1.0223
1.618 1.0186
1.000 1.0163
0.618 1.0149
HIGH 1.0126
0.618 1.0112
0.500 1.0108
0.382 1.0103
LOW 1.0089
0.618 1.0066
1.000 1.0052
1.618 1.0029
2.618 0.9992
4.250 0.9932
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1.0108 1.0121
PP 1.0101 1.0110
S1 1.0095 1.0100

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

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