CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.0042 1.0009 -0.0033 -0.3% 0.9988
High 1.0042 1.0035 -0.0007 -0.1% 1.0038
Low 1.0009 1.0009 0.0000 0.0% 0.9972
Close 1.0013 1.0030 0.0017 0.2% 1.0038
Range 0.0033 0.0026 -0.0007 -21.2% 0.0066
ATR 0.0036 0.0035 -0.0001 -2.0% 0.0000
Volume 16 94 78 487.5% 261
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0103 1.0092 1.0044
R3 1.0077 1.0066 1.0037
R2 1.0051 1.0051 1.0035
R1 1.0040 1.0040 1.0032 1.0046
PP 1.0025 1.0025 1.0025 1.0027
S1 1.0014 1.0014 1.0028 1.0020
S2 0.9999 0.9999 1.0025
S3 0.9973 0.9988 1.0023
S4 0.9947 0.9962 1.0016
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 0.9974 0.0068 0.7% 0.0032 0.3% 82% False False 36
10 1.0042 0.9900 0.0142 1.4% 0.0022 0.2% 92% False False 49
20 1.0055 0.9900 0.0155 1.5% 0.0024 0.2% 84% False False 53
40 1.0200 0.9900 0.0300 3.0% 0.0026 0.3% 43% False False 41
60 1.0254 0.9900 0.0354 3.5% 0.0024 0.2% 37% False False 36
80 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 37% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0146
2.618 1.0103
1.618 1.0077
1.000 1.0061
0.618 1.0051
HIGH 1.0035
0.618 1.0025
0.500 1.0022
0.382 1.0019
LOW 1.0009
0.618 0.9993
1.000 0.9983
1.618 0.9967
2.618 0.9941
4.250 0.9899
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.0027 1.0027
PP 1.0025 1.0023
S1 1.0022 1.0020

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

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