CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 0.9997 1.0050 0.0053 0.5% 1.0156
High 1.0037 1.0050 0.0013 0.1% 1.0169
Low 0.9980 1.0000 0.0020 0.2% 1.0008
Close 1.0015 1.0005 -0.0010 -0.1% 1.0008
Range 0.0057 0.0050 -0.0007 -12.3% 0.0161
ATR 0.0046 0.0046 0.0000 0.7% 0.0000
Volume 62 91 29 46.8% 91
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0168 1.0137 1.0033
R3 1.0118 1.0087 1.0019
R2 1.0068 1.0068 1.0014
R1 1.0037 1.0037 1.0010 1.0028
PP 1.0018 1.0018 1.0018 1.0014
S1 0.9987 0.9987 1.0000 0.9978
S2 0.9968 0.9968 0.9996
S3 0.9918 0.9937 0.9991
S4 0.9868 0.9887 0.9978
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 1.0126 0.9980 0.0146 1.5% 0.0049 0.5% 17% False False 53
10 1.0169 0.9980 0.0189 1.9% 0.0034 0.3% 13% False False 47
20 1.0200 0.9980 0.0220 2.2% 0.0028 0.3% 11% False False 31
40 1.0254 0.9980 0.0274 2.7% 0.0023 0.2% 9% False False 32
60 1.0254 0.9845 0.0409 4.1% 0.0020 0.2% 39% False False 24
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 True
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0263
2.618 1.0181
1.618 1.0131
1.000 1.0100
0.618 1.0081
HIGH 1.0050
0.618 1.0031
0.500 1.0025
0.382 1.0019
LOW 1.0000
0.618 0.9969
1.000 0.9950
1.618 0.9919
2.618 0.9869
4.250 0.9788
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.0025 1.0015
PP 1.0018 1.0012
S1 1.0012 1.0008

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

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