CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.0100 1.0120 0.0020 0.2% 1.0032
High 1.0130 1.0131 0.0001 0.0% 1.0080
Low 1.0100 1.0108 0.0008 0.1% 1.0008
Close 1.0120 1.0108 -0.0012 -0.1% 1.0060
Range 0.0030 0.0023 -0.0007 -23.3% 0.0072
ATR 0.0030 0.0029 0.0000 -1.7% 0.0000
Volume 90 51 -39 -43.3% 85
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0185 1.0169 1.0121
R3 1.0162 1.0146 1.0114
R2 1.0139 1.0139 1.0112
R1 1.0123 1.0123 1.0110 1.0120
PP 1.0116 1.0116 1.0116 1.0114
S1 1.0100 1.0100 1.0106 1.0097
S2 1.0093 1.0093 1.0104
S3 1.0070 1.0077 1.0102
S4 1.0047 1.0054 1.0095
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0265 1.0235 1.0100
R3 1.0193 1.0163 1.0080
R2 1.0121 1.0121 1.0073
R1 1.0091 1.0091 1.0067 1.0106
PP 1.0049 1.0049 1.0049 1.0057
S1 1.0019 1.0019 1.0053 1.0034
S2 0.9977 0.9977 1.0047
S3 0.9905 0.9947 1.0040
S4 0.9833 0.9875 1.0020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 1.0029 0.0102 1.0% 0.0026 0.3% 77% True False 105
10 1.0131 1.0008 0.0123 1.2% 0.0020 0.2% 81% True False 60
20 1.0131 0.9900 0.0231 2.3% 0.0021 0.2% 90% True False 55
40 1.0131 0.9900 0.0231 2.3% 0.0024 0.2% 90% True False 50
60 1.0200 0.9900 0.0300 3.0% 0.0023 0.2% 69% False False 41
80 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 59% False False 38
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0191
1.618 1.0168
1.000 1.0154
0.618 1.0145
HIGH 1.0131
0.618 1.0122
0.500 1.0120
0.382 1.0117
LOW 1.0108
0.618 1.0094
1.000 1.0085
1.618 1.0071
2.618 1.0048
4.250 1.0010
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.0120 1.0111
PP 1.0116 1.0110
S1 1.0112 1.0109

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

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