CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.0124 1.0090 -0.0034 -0.3% 1.0156
High 1.0126 1.0090 -0.0036 -0.4% 1.0169
Low 1.0089 1.0008 -0.0081 -0.8% 1.0008
Close 1.0089 1.0008 -0.0081 -0.8% 1.0008
Range 0.0037 0.0082 0.0045 121.6% 0.0161
ATR 0.0044 0.0047 0.0003 6.1% 0.0000
Volume 13 12 -1 -7.7% 91
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0281 1.0227 1.0053
R3 1.0199 1.0145 1.0031
R2 1.0117 1.0117 1.0023
R1 1.0063 1.0063 1.0016 1.0049
PP 1.0035 1.0035 1.0035 1.0029
S1 0.9981 0.9981 1.0000 0.9967
S2 0.9953 0.9953 0.9993
S3 0.9871 0.9899 0.9985
S4 0.9789 0.9817 0.9963
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0545 1.0437 1.0097
R3 1.0384 1.0276 1.0052
R2 1.0223 1.0223 1.0038
R1 1.0115 1.0115 1.0023 1.0089
PP 1.0062 1.0062 1.0062 1.0048
S1 0.9954 0.9954 0.9993 0.9928
S2 0.9901 0.9901 0.9978
S3 0.9740 0.9793 0.9964
S4 0.9579 0.9632 0.9919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0169 1.0008 0.0161 1.6% 0.0040 0.4% 0% False True 18
10 1.0186 1.0008 0.0178 1.8% 0.0025 0.3% 0% False True 27
20 1.0200 1.0008 0.0192 1.9% 0.0023 0.2% 0% False True 24
40 1.0254 1.0001 0.0253 2.5% 0.0021 0.2% 3% 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 26 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0305
1.618 1.0223
1.000 1.0172
0.618 1.0141
HIGH 1.0090
0.618 1.0059
0.500 1.0049
0.382 1.0039
LOW 1.0008
0.618 0.9957
1.000 0.9926
1.618 0.9875
2.618 0.9793
4.250 0.9660
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.0049 1.0089
PP 1.0035 1.0062
S1 1.0022 1.0035

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

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