CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.0100 1.0107 0.0007 0.1% 1.0182
High 1.0103 1.0133 0.0030 0.3% 1.0197
Low 1.0085 1.0089 0.0004 0.0% 1.0127
Close 1.0092 1.0133 0.0041 0.4% 1.0167
Range 0.0018 0.0044 0.0026 144.4% 0.0070
ATR 0.0034 0.0034 0.0001 2.2% 0.0000
Volume 43 42 -1 -2.3% 128
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0250 1.0236 1.0157
R3 1.0206 1.0192 1.0145
R2 1.0162 1.0162 1.0141
R1 1.0148 1.0148 1.0137 1.0155
PP 1.0118 1.0118 1.0118 1.0122
S1 1.0104 1.0104 1.0129 1.0111
S2 1.0074 1.0074 1.0125
S3 1.0030 1.0060 1.0121
S4 0.9986 1.0016 1.0109
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% 51% False False 27
10 1.0232 1.0085 0.0147 1.5% 0.0014 0.1% 33% False False 37
20 1.0254 1.0001 0.0253 2.5% 0.0020 0.2% 52% False False 34
40 1.0254 0.9845 0.0409 4.0% 0.0017 0.2% 70% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0320
2.618 1.0248
1.618 1.0204
1.000 1.0177
0.618 1.0160
HIGH 1.0133
0.618 1.0116
0.500 1.0111
0.382 1.0106
LOW 1.0089
0.618 1.0062
1.000 1.0045
1.618 1.0018
2.618 0.9974
4.250 0.9902
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.0126 1.0126
PP 1.0118 1.0119
S1 1.0111 1.0113

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

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