CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.0016 1.0030 0.0014 0.1% 1.0041
High 1.0016 1.0030 0.0014 0.1% 1.0065
Low 1.0016 1.0021 0.0005 0.0% 0.9992
Close 1.0016 1.0021 0.0005 0.0% 1.0016
Range 0.0000 0.0009 0.0009 0.0073
ATR 0.0024 0.0023 -0.0001 -3.0% 0.0000
Volume 11 11 0 0.0% 90
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0051 1.0045 1.0026
R3 1.0042 1.0036 1.0023
R2 1.0033 1.0033 1.0023
R1 1.0027 1.0027 1.0022 1.0026
PP 1.0024 1.0024 1.0024 1.0023
S1 1.0018 1.0018 1.0020 1.0017
S2 1.0015 1.0015 1.0019
S3 1.0006 1.0009 1.0019
S4 0.9997 1.0000 1.0016
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0243 1.0203 1.0056
R3 1.0170 1.0130 1.0036
R2 1.0097 1.0097 1.0029
R1 1.0057 1.0057 1.0023 1.0041
PP 1.0024 1.0024 1.0024 1.0016
S1 0.9984 0.9984 1.0009 0.9968
S2 0.9951 0.9951 1.0003
S3 0.9878 0.9911 0.9996
S4 0.9805 0.9838 0.9976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0065 0.9992 0.0073 0.7% 0.0017 0.2% 40% False False 17
10 1.0065 0.9992 0.0073 0.7% 0.0013 0.1% 40% False False 12
20 1.0065 0.9845 0.0220 2.2% 0.0012 0.1% 80% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0068
2.618 1.0054
1.618 1.0045
1.000 1.0039
0.618 1.0036
HIGH 1.0030
0.618 1.0027
0.500 1.0026
0.382 1.0024
LOW 1.0021
0.618 1.0015
1.000 1.0012
1.618 1.0006
2.618 0.9997
4.250 0.9983
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.0026 1.0018
PP 1.0024 1.0014
S1 1.0023 1.0011

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

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