CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.0025 1.0042 0.0017 0.2% 0.9988
High 1.0025 1.0042 0.0017 0.2% 1.0038
Low 0.9997 1.0009 0.0012 0.1% 0.9972
Close 1.0018 1.0013 -0.0005 0.0% 1.0038
Range 0.0028 0.0033 0.0005 17.9% 0.0066
ATR 0.0036 0.0036 0.0000 -0.6% 0.0000
Volume 29 16 -13 -44.8% 261
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0120 1.0100 1.0031
R3 1.0087 1.0067 1.0022
R2 1.0054 1.0054 1.0019
R1 1.0034 1.0034 1.0016 1.0028
PP 1.0021 1.0021 1.0021 1.0018
S1 1.0001 1.0001 1.0010 0.9995
S2 0.9988 0.9988 1.0007
S3 0.9955 0.9968 1.0004
S4 0.9922 0.9935 0.9995
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0214 1.0192 1.0074
R3 1.0148 1.0126 1.0056
R2 1.0082 1.0082 1.0050
R1 1.0060 1.0060 1.0044 1.0071
PP 1.0016 1.0016 1.0016 1.0022
S1 0.9994 0.9994 1.0032 1.0005
S2 0.9950 0.9950 1.0026
S3 0.9884 0.9928 1.0020
S4 0.9818 0.9862 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0042 0.9972 0.0070 0.7% 0.0027 0.3% 59% True False 21
10 1.0042 0.9900 0.0142 1.4% 0.0022 0.2% 80% True False 56
20 1.0055 0.9900 0.0155 1.5% 0.0023 0.2% 73% False False 48
40 1.0200 0.9900 0.0300 3.0% 0.0025 0.2% 38% False False 38
60 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 32% False False 34
80 1.0254 0.9900 0.0354 3.5% 0.0020 0.2% 32% False False 31
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0182
2.618 1.0128
1.618 1.0095
1.000 1.0075
0.618 1.0062
HIGH 1.0042
0.618 1.0029
0.500 1.0026
0.382 1.0022
LOW 1.0009
0.618 0.9989
1.000 0.9976
1.618 0.9956
2.618 0.9923
4.250 0.9869
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0026 1.0012
PP 1.0021 1.0012
S1 1.0017 1.0011

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

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