CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1.0140 1.0100 -0.0040 -0.4% 1.0182
High 1.0140 1.0103 -0.0037 -0.4% 1.0197
Low 1.0140 1.0085 -0.0055 -0.5% 1.0127
Close 1.0140 1.0092 -0.0048 -0.5% 1.0167
Range 0.0000 0.0018 0.0018 0.0070
ATR 0.0032 0.0034 0.0002 5.1% 0.0000
Volume 43 43 0 0.0% 128
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0147 1.0138 1.0102
R3 1.0129 1.0120 1.0097
R2 1.0111 1.0111 1.0095
R1 1.0102 1.0102 1.0094 1.0098
PP 1.0093 1.0093 1.0093 1.0091
S1 1.0084 1.0084 1.0090 1.0080
S2 1.0075 1.0075 1.0089
S3 1.0057 1.0066 1.0087
S4 1.0039 1.0048 1.0082
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0374 1.0340 1.0206
R3 1.0304 1.0270 1.0186
R2 1.0234 1.0234 1.0180
R1 1.0200 1.0200 1.0173 1.0182
PP 1.0164 1.0164 1.0164 1.0155
S1 1.0130 1.0130 1.0161 1.0112
S2 1.0094 1.0094 1.0154
S3 1.0024 1.0060 1.0148
S4 0.9954 0.9990 1.0129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0179 1.0085 0.0094 0.9% 0.0015 0.1% 7% False True 24
10 1.0254 1.0085 0.0169 1.7% 0.0019 0.2% 4% False True 34
20 1.0254 1.0001 0.0253 2.5% 0.0019 0.2% 36% False False 32
40 1.0254 0.9845 0.0409 4.1% 0.0016 0.2% 60% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0180
2.618 1.0150
1.618 1.0132
1.000 1.0121
0.618 1.0114
HIGH 1.0103
0.618 1.0096
0.500 1.0094
0.382 1.0092
LOW 1.0085
0.618 1.0074
1.000 1.0067
1.618 1.0056
2.618 1.0038
4.250 1.0009
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1.0094 1.0120
PP 1.0093 1.0110
S1 1.0093 1.0101

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

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