CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1.0012 1.0008 -0.0004 0.0% 1.0042
High 1.0013 1.0057 0.0044 0.4% 1.0055
Low 0.9995 1.0003 0.0008 0.1% 0.9995
Close 0.9999 1.0016 0.0017 0.2% 0.9999
Range 0.0018 0.0054 0.0036 200.0% 0.0060
ATR 0.0031 0.0033 0.0002 6.1% 0.0000
Volume 64 171 107 167.2% 368
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0187 1.0156 1.0046
R3 1.0133 1.0102 1.0031
R2 1.0079 1.0079 1.0026
R1 1.0048 1.0048 1.0021 1.0064
PP 1.0025 1.0025 1.0025 1.0033
S1 0.9994 0.9994 1.0011 1.0010
S2 0.9971 0.9971 1.0006
S3 0.9917 0.9940 1.0001
S4 0.9863 0.9886 0.9986
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 1.0057 0.9995 0.0062 0.6% 0.0033 0.3% 34% True False 107
10 1.0120 0.9995 0.0125 1.2% 0.0029 0.3% 17% False False 89
20 1.0131 0.9995 0.0136 1.4% 0.0025 0.2% 15% False False 74
40 1.0131 0.9900 0.0231 2.3% 0.0024 0.2% 50% False False 63
60 1.0200 0.9900 0.0300 3.0% 0.0024 0.2% 39% False False 53
80 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 33% False False 46
100 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 33% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0287
2.618 1.0198
1.618 1.0144
1.000 1.0111
0.618 1.0090
HIGH 1.0057
0.618 1.0036
0.500 1.0030
0.382 1.0024
LOW 1.0003
0.618 0.9970
1.000 0.9949
1.618 0.9916
2.618 0.9862
4.250 0.9774
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.0030 1.0026
PP 1.0025 1.0023
S1 1.0021 1.0019

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

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