CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 0.9981 1.0015 0.0034 0.3% 0.9938
High 0.9981 1.0032 0.0051 0.5% 1.0008
Low 0.9980 1.0010 0.0030 0.3% 0.9938
Close 0.9980 1.0032 0.0052 0.5% 0.9991
Range 0.0001 0.0022 0.0021 2,100.0% 0.0070
ATR 0.0035 0.0036 0.0001 3.4% 0.0000
Volume 19 1 -18 -94.7% 122
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0091 1.0083 1.0044
R3 1.0069 1.0061 1.0038
R2 1.0047 1.0047 1.0036
R1 1.0039 1.0039 1.0034 1.0043
PP 1.0025 1.0025 1.0025 1.0027
S1 1.0017 1.0017 1.0030 1.0021
S2 1.0003 1.0003 1.0028
S3 0.9981 0.9995 1.0026
S4 0.9959 0.9973 1.0020
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0160 1.0030
R3 1.0119 1.0090 1.0010
R2 1.0049 1.0049 1.0004
R1 1.0020 1.0020 0.9997 1.0035
PP 0.9979 0.9979 0.9979 0.9986
S1 0.9950 0.9950 0.9985 0.9965
S2 0.9909 0.9909 0.9978
S3 0.9839 0.9880 0.9972
S4 0.9769 0.9810 0.9953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0032 0.9941 0.0091 0.9% 0.0011 0.1% 100% True False 26
10 1.0050 0.9938 0.0112 1.1% 0.0015 0.1% 84% False False 25
20 1.0169 0.9938 0.0231 2.3% 0.0023 0.2% 41% False False 32
40 1.0254 0.9938 0.0316 3.1% 0.0022 0.2% 30% False False 28
60 1.0254 0.9938 0.0316 3.1% 0.0020 0.2% 30% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 1.0090
1.618 1.0068
1.000 1.0054
0.618 1.0046
HIGH 1.0032
0.618 1.0024
0.500 1.0021
0.382 1.0018
LOW 1.0010
0.618 0.9996
1.000 0.9988
1.618 0.9974
2.618 0.9952
4.250 0.9917
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.0028 1.0023
PP 1.0025 1.0015
S1 1.0021 1.0006

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

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