CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.0100 1.0070 -0.0030 -0.3% 1.0085
High 1.0100 1.0088 -0.0012 -0.1% 1.0131
Low 1.0075 1.0069 -0.0006 -0.1% 1.0075
Close 1.0084 1.0088 0.0004 0.0% 1.0095
Range 0.0025 0.0019 -0.0006 -24.0% 0.0056
ATR 0.0027 0.0027 -0.0001 -2.2% 0.0000
Volume 9 195 186 2,066.7% 516
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0139 1.0132 1.0098
R3 1.0120 1.0113 1.0093
R2 1.0101 1.0101 1.0091
R1 1.0094 1.0094 1.0090 1.0098
PP 1.0082 1.0082 1.0082 1.0083
S1 1.0075 1.0075 1.0086 1.0079
S2 1.0063 1.0063 1.0085
S3 1.0044 1.0056 1.0083
S4 1.0025 1.0037 1.0078
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0268 1.0238 1.0126
R3 1.0212 1.0182 1.0110
R2 1.0156 1.0156 1.0105
R1 1.0126 1.0126 1.0100 1.0141
PP 1.0100 1.0100 1.0100 1.0108
S1 1.0070 1.0070 1.0090 1.0085
S2 1.0044 1.0044 1.0085
S3 0.9988 1.0014 1.0080
S4 0.9932 0.9958 1.0064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0120 1.0069 0.0051 0.5% 0.0015 0.1% 37% False True 61
10 1.0131 1.0029 0.0102 1.0% 0.0020 0.2% 58% False False 83
20 1.0131 0.9980 0.0151 1.5% 0.0022 0.2% 72% False False 56
40 1.0131 0.9900 0.0231 2.3% 0.0020 0.2% 81% False False 51
60 1.0200 0.9900 0.0300 3.0% 0.0023 0.2% 63% False False 44
80 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 53% False False 41
100 1.0254 0.9845 0.0409 4.1% 0.0020 0.2% 59% False False 35
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0169
2.618 1.0138
1.618 1.0119
1.000 1.0107
0.618 1.0100
HIGH 1.0088
0.618 1.0081
0.500 1.0079
0.382 1.0076
LOW 1.0069
0.618 1.0057
1.000 1.0050
1.618 1.0038
2.618 1.0019
4.250 0.9988
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.0085 1.0095
PP 1.0082 1.0092
S1 1.0079 1.0090

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

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