CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 0.9935 0.9945 0.0010 0.1% 0.9960
High 0.9937 0.9945 0.0008 0.1% 0.9960
Low 0.9935 0.9900 -0.0035 -0.4% 0.9900
Close 0.9936 0.9937 0.0001 0.0% 0.9937
Range 0.0002 0.0045 0.0043 2,150.0% 0.0060
ATR 0.0034 0.0035 0.0001 2.2% 0.0000
Volume 28 27 -1 -3.6% 270
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0062 1.0045 0.9962
R3 1.0017 1.0000 0.9949
R2 0.9972 0.9972 0.9945
R1 0.9955 0.9955 0.9941 0.9941
PP 0.9927 0.9927 0.9927 0.9921
S1 0.9910 0.9910 0.9933 0.9896
S2 0.9882 0.9882 0.9929
S3 0.9837 0.9865 0.9925
S4 0.9792 0.9820 0.9912
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0112 1.0085 0.9970
R3 1.0052 1.0025 0.9954
R2 0.9992 0.9992 0.9948
R1 0.9965 0.9965 0.9943 0.9949
PP 0.9932 0.9932 0.9932 0.9924
S1 0.9905 0.9905 0.9932 0.9889
S2 0.9872 0.9872 0.9926
S3 0.9812 0.9845 0.9921
S4 0.9752 0.9785 0.9904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9960 0.9900 0.0060 0.6% 0.0017 0.2% 62% False True 54
10 1.0055 0.9900 0.0155 1.6% 0.0027 0.3% 24% False True 55
20 1.0055 0.9900 0.0155 1.6% 0.0024 0.2% 24% False True 46
40 1.0200 0.9900 0.0300 3.0% 0.0023 0.2% 12% False True 35
60 1.0254 0.9900 0.0354 3.6% 0.0022 0.2% 10% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0136
2.618 1.0063
1.618 1.0018
1.000 0.9990
0.618 0.9973
HIGH 0.9945
0.618 0.9928
0.500 0.9923
0.382 0.9917
LOW 0.9900
0.618 0.9872
1.000 0.9855
1.618 0.9827
2.618 0.9782
4.250 0.9709
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 0.9932 0.9932
PP 0.9927 0.9927
S1 0.9923 0.9923

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

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