CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.0056 1.0154 0.0098 1.0% 1.0058
High 1.0108 1.0154 0.0046 0.5% 1.0154
Low 1.0056 1.0149 0.0093 0.9% 1.0021
Close 1.0108 1.0149 0.0041 0.4% 1.0149
Range 0.0052 0.0005 -0.0047 -90.4% 0.0133
ATR 0.0034 0.0035 0.0001 2.6% 0.0000
Volume 10 29 19 190.0% 68
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0166 1.0162 1.0152
R3 1.0161 1.0157 1.0150
R2 1.0156 1.0156 1.0150
R1 1.0152 1.0152 1.0149 1.0152
PP 1.0151 1.0151 1.0151 1.0150
S1 1.0147 1.0147 1.0149 1.0147
S2 1.0146 1.0146 1.0148
S3 1.0141 1.0142 1.0148
S4 1.0136 1.0137 1.0146
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0507 1.0461 1.0222
R3 1.0374 1.0328 1.0186
R2 1.0241 1.0241 1.0173
R1 1.0195 1.0195 1.0161 1.0218
PP 1.0108 1.0108 1.0108 1.0120
S1 1.0062 1.0062 1.0137 1.0085
S2 0.9975 0.9975 1.0125
S3 0.9842 0.9929 1.0112
S4 0.9709 0.9796 1.0076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0154 1.0021 0.0133 1.3% 0.0017 0.2% 96% True False 13
10 1.0154 1.0001 0.0153 1.5% 0.0014 0.1% 97% True False 30
20 1.0154 0.9975 0.0179 1.8% 0.0015 0.1% 97% True False 22
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0175
2.618 1.0167
1.618 1.0162
1.000 1.0159
0.618 1.0157
HIGH 1.0154
0.618 1.0152
0.500 1.0152
0.382 1.0151
LOW 1.0149
0.618 1.0146
1.000 1.0144
1.618 1.0141
2.618 1.0136
4.250 1.0128
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.0152 1.0129
PP 1.0151 1.0108
S1 1.0150 1.0088

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

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