CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 1.0052 1.0012 -0.0040 -0.4% 1.0042
High 1.0052 1.0013 -0.0039 -0.4% 1.0055
Low 1.0008 0.9995 -0.0013 -0.1% 0.9995
Close 1.0012 0.9999 -0.0013 -0.1% 0.9999
Range 0.0044 0.0018 -0.0026 -59.1% 0.0060
ATR 0.0032 0.0031 -0.0001 -3.2% 0.0000
Volume 41 64 23 56.1% 368
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0056 1.0046 1.0009
R3 1.0038 1.0028 1.0004
R2 1.0020 1.0020 1.0002
R1 1.0010 1.0010 1.0001 1.0006
PP 1.0002 1.0002 1.0002 1.0001
S1 0.9992 0.9992 0.9997 0.9988
S2 0.9984 0.9984 0.9996
S3 0.9966 0.9974 0.9994
S4 0.9948 0.9956 0.9989
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0196 1.0158 1.0032
R3 1.0136 1.0098 1.0016
R2 1.0076 1.0076 1.0010
R1 1.0038 1.0038 1.0005 1.0027
PP 1.0016 1.0016 1.0016 1.0011
S1 0.9978 0.9978 0.9994 0.9967
S2 0.9956 0.9956 0.9988
S3 0.9896 0.9918 0.9983
S4 0.9836 0.9858 0.9966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0063 0.9995 0.0068 0.7% 0.0033 0.3% 6% False True 87
10 1.0120 0.9995 0.0125 1.3% 0.0024 0.2% 3% False True 74
20 1.0131 0.9995 0.0136 1.4% 0.0022 0.2% 3% False True 67
40 1.0131 0.9900 0.0231 2.3% 0.0023 0.2% 43% False False 61
60 1.0200 0.9900 0.0300 3.0% 0.0025 0.2% 33% False False 50
80 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 28% False False 44
100 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 28% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 1.0060
1.618 1.0042
1.000 1.0031
0.618 1.0024
HIGH 1.0013
0.618 1.0006
0.500 1.0004
0.382 1.0002
LOW 0.9995
0.618 0.9984
1.000 0.9977
1.618 0.9966
2.618 0.9948
4.250 0.9919
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 1.0004 1.0024
PP 1.0002 1.0015
S1 1.0001 1.0007

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

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