CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 0.9972 0.9974 0.0002 0.0% 0.9960
High 0.9972 0.9990 0.0018 0.2% 0.9960
Low 0.9972 0.9974 0.0002 0.0% 0.9900
Close 0.9972 0.9990 0.0018 0.2% 0.9937
Range 0.0000 0.0016 0.0016 0.0060
ATR 0.0035 0.0034 -0.0001 -3.5% 0.0000
Volume 17 13 -4 -23.5% 270
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0033 1.0027 0.9999
R3 1.0017 1.0011 0.9994
R2 1.0001 1.0001 0.9993
R1 0.9995 0.9995 0.9991 0.9998
PP 0.9985 0.9985 0.9985 0.9986
S1 0.9979 0.9979 0.9989 0.9982
S2 0.9969 0.9969 0.9987
S3 0.9953 0.9963 0.9986
S4 0.9937 0.9947 0.9981
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 0.9991 0.9900 0.0091 0.9% 0.0014 0.1% 99% False False 57
10 0.9997 0.9900 0.0097 1.0% 0.0019 0.2% 93% False False 75
20 1.0055 0.9900 0.0155 1.6% 0.0018 0.2% 58% False False 46
40 1.0200 0.9900 0.0300 3.0% 0.0023 0.2% 30% False False 39
60 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 25% False False 36
80 1.0254 0.9845 0.0409 4.1% 0.0020 0.2% 35% False False 30
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0058
2.618 1.0032
1.618 1.0016
1.000 1.0006
0.618 1.0000
HIGH 0.9990
0.618 0.9984
0.500 0.9982
0.382 0.9980
LOW 0.9974
0.618 0.9964
1.000 0.9958
1.618 0.9948
2.618 0.9932
4.250 0.9906
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 0.9987 0.9987
PP 0.9985 0.9984
S1 0.9982 0.9982

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

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