CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1.0184 1.0197 0.0013 0.1% 1.0168
High 1.0184 1.0197 0.0013 0.1% 1.0254
Low 1.0184 1.0188 0.0004 0.0% 1.0155
Close 1.0184 1.0193 0.0009 0.1% 1.0232
Range 0.0000 0.0009 0.0009 0.0099
ATR 0.0036 0.0034 -0.0002 -4.6% 0.0000
Volume 29 37 8 27.6% 173
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0220 1.0215 1.0198
R3 1.0211 1.0206 1.0195
R2 1.0202 1.0202 1.0195
R1 1.0197 1.0197 1.0194 1.0195
PP 1.0193 1.0193 1.0193 1.0192
S1 1.0188 1.0188 1.0192 1.0186
S2 1.0184 1.0184 1.0191
S3 1.0175 1.0179 1.0191
S4 1.0166 1.0170 1.0188
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0511 1.0470 1.0286
R3 1.0412 1.0371 1.0259
R2 1.0313 1.0313 1.0250
R1 1.0272 1.0272 1.0241 1.0293
PP 1.0214 1.0214 1.0214 1.0224
S1 1.0173 1.0173 1.0223 1.0194
S2 1.0115 1.0115 1.0214
S3 1.0016 1.0074 1.0205
S4 0.9917 0.9975 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0254 1.0163 0.0091 0.9% 0.0022 0.2% 33% False False 44
10 1.0254 1.0056 0.0198 1.9% 0.0025 0.2% 69% False False 30
20 1.0254 0.9992 0.0262 2.6% 0.0019 0.2% 77% False False 30
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0235
2.618 1.0221
1.618 1.0212
1.000 1.0206
0.618 1.0203
HIGH 1.0197
0.618 1.0194
0.500 1.0193
0.382 1.0191
LOW 1.0188
0.618 1.0182
1.000 1.0179
1.618 1.0173
2.618 1.0164
4.250 1.0150
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1.0193 1.0192
PP 1.0193 1.0191
S1 1.0193 1.0190

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

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