CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.0099 1.0058 -0.0041 -0.4% 1.0154
High 1.0099 1.0058 -0.0041 -0.4% 1.0154
Low 1.0099 1.0058 -0.0041 -0.4% 1.0085
Close 1.0099 1.0058 -0.0041 -0.4% 1.0103
Range
ATR 0.0032 0.0032 0.0001 2.1% 0.0000
Volume 3 1 -2 -66.7% 172
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0058 1.0058 1.0058
R3 1.0058 1.0058 1.0058
R2 1.0058 1.0058 1.0058
R1 1.0058 1.0058 1.0058 1.0058
PP 1.0058 1.0058 1.0058 1.0058
S1 1.0058 1.0058 1.0058 1.0058
S2 1.0058 1.0058 1.0058
S3 1.0058 1.0058 1.0058
S4 1.0058 1.0058 1.0058
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0321 1.0281 1.0141
R3 1.0252 1.0212 1.0122
R2 1.0183 1.0183 1.0116
R1 1.0143 1.0143 1.0109 1.0129
PP 1.0114 1.0114 1.0114 1.0107
S1 1.0074 1.0074 1.0097 1.0060
S2 1.0045 1.0045 1.0090
S3 0.9976 1.0005 1.0084
S4 0.9907 0.9936 1.0065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0133 1.0058 0.0075 0.7% 0.0011 0.1% 0% False True 17
10 1.0179 1.0058 0.0121 1.2% 0.0013 0.1% 0% False True 21
20 1.0254 1.0056 0.0198 2.0% 0.0019 0.2% 1% False False 25
40 1.0254 0.9971 0.0283 2.8% 0.0015 0.2% 31% False False 23
Crabel Price Patterns
NR False
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.0058
2.618 1.0058
1.618 1.0058
1.000 1.0058
0.618 1.0058
HIGH 1.0058
0.618 1.0058
0.500 1.0058
0.382 1.0058
LOW 1.0058
0.618 1.0058
1.000 1.0058
1.618 1.0058
2.618 1.0058
4.250 1.0058
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.0058 1.0089
PP 1.0058 1.0079
S1 1.0058 1.0068

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

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