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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.0008 0.9997 -0.0011 -0.1% 1.0156
High 1.0020 1.0037 0.0017 0.2% 1.0169
Low 1.0000 0.9980 -0.0020 -0.2% 1.0008
Close 1.0007 1.0015 0.0008 0.1% 1.0008
Range 0.0020 0.0057 0.0037 185.0% 0.0161
ATR 0.0045 0.0046 0.0001 1.9% 0.0000
Volume 90 62 -28 -31.1% 91
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0182 1.0155 1.0046
R3 1.0125 1.0098 1.0031
R2 1.0068 1.0068 1.0025
R1 1.0041 1.0041 1.0020 1.0055
PP 1.0011 1.0011 1.0011 1.0017
S1 0.9984 0.9984 1.0010 0.9998
S2 0.9954 0.9954 1.0005
S3 0.9897 0.9927 0.9999
S4 0.9840 0.9870 0.9984
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 0.9980 0.0189 1.9% 0.0051 0.5% 19% False True 39
10 1.0169 0.9980 0.0189 1.9% 0.0031 0.3% 19% False True 38
20 1.0200 0.9980 0.0220 2.2% 0.0026 0.3% 16% False True 29
40 1.0254 0.9980 0.0274 2.7% 0.0023 0.2% 13% False True 30
60 1.0254 0.9845 0.0409 4.1% 0.0019 0.2% 42% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0279
2.618 1.0186
1.618 1.0129
1.000 1.0094
0.618 1.0072
HIGH 1.0037
0.618 1.0015
0.500 1.0009
0.382 1.0002
LOW 0.9980
0.618 0.9945
1.000 0.9923
1.618 0.9888
2.618 0.9831
4.250 0.9738
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.0013 1.0035
PP 1.0011 1.0028
S1 1.0009 1.0022

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

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