CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.0050 1.0005 -0.0045 -0.4% 1.0156
High 1.0050 1.0005 -0.0045 -0.4% 1.0169
Low 1.0000 1.0005 0.0005 0.1% 1.0008
Close 1.0005 1.0005 0.0000 0.0% 1.0008
Range 0.0050 0.0000 -0.0050 -100.0% 0.0161
ATR 0.0046 0.0043 -0.0003 -7.1% 0.0000
Volume 91 18 -73 -80.2% 91
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0005 1.0005 1.0005
R3 1.0005 1.0005 1.0005
R2 1.0005 1.0005 1.0005
R1 1.0005 1.0005 1.0005 1.0005
PP 1.0005 1.0005 1.0005 1.0005
S1 1.0005 1.0005 1.0005 1.0005
S2 1.0005 1.0005 1.0005
S3 1.0005 1.0005 1.0005
S4 1.0005 1.0005 1.0005
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 1.0090 0.9980 0.0110 1.1% 0.0042 0.4% 23% False False 54
10 1.0169 0.9980 0.0189 1.9% 0.0033 0.3% 13% False False 49
20 1.0200 0.9980 0.0220 2.2% 0.0026 0.3% 11% False False 30
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 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0005
2.618 1.0005
1.618 1.0005
1.000 1.0005
0.618 1.0005
HIGH 1.0005
0.618 1.0005
0.500 1.0005
0.382 1.0005
LOW 1.0005
0.618 1.0005
1.000 1.0005
1.618 1.0005
2.618 1.0005
4.250 1.0005
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.0005 1.0015
PP 1.0005 1.0012
S1 1.0005 1.0008

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

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