CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.0058 1.0035 -0.0023 -0.2% 1.0030
High 1.0073 1.0035 -0.0038 -0.4% 1.0071
Low 1.0058 1.0021 -0.0037 -0.4% 1.0001
Close 1.0073 1.0021 -0.0052 -0.5% 1.0071
Range 0.0015 0.0014 -0.0001 -6.7% 0.0070
ATR 0.0028 0.0030 0.0002 6.1% 0.0000
Volume 1 28 27 2,700.0% 225
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0068 1.0058 1.0029
R3 1.0054 1.0044 1.0025
R2 1.0040 1.0040 1.0024
R1 1.0030 1.0030 1.0022 1.0028
PP 1.0026 1.0026 1.0026 1.0025
S1 1.0016 1.0016 1.0020 1.0014
S2 1.0012 1.0012 1.0018
S3 0.9998 1.0002 1.0017
S4 0.9984 0.9988 1.0013
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0258 1.0234 1.0110
R3 1.0188 1.0164 1.0090
R2 1.0118 1.0118 1.0084
R1 1.0094 1.0094 1.0077 1.0106
PP 1.0048 1.0048 1.0048 1.0054
S1 1.0024 1.0024 1.0065 1.0036
S2 0.9978 0.9978 1.0058
S3 0.9908 0.9954 1.0052
S4 0.9838 0.9884 1.0033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0073 1.0001 0.0072 0.7% 0.0010 0.1% 28% False False 45
10 1.0073 0.9992 0.0081 0.8% 0.0013 0.1% 36% False False 30
20 1.0073 0.9971 0.0102 1.0% 0.0012 0.1% 49% False False 21
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0095
2.618 1.0072
1.618 1.0058
1.000 1.0049
0.618 1.0044
HIGH 1.0035
0.618 1.0030
0.500 1.0028
0.382 1.0026
LOW 1.0021
0.618 1.0012
1.000 1.0007
1.618 0.9998
2.618 0.9984
4.250 0.9962
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.0028 1.0047
PP 1.0026 1.0038
S1 1.0023 1.0030

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

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