CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 1.0058 1.0075 0.0017 0.2% 1.0154
High 1.0058 1.0133 0.0075 0.7% 1.0154
Low 1.0058 1.0075 0.0017 0.2% 1.0085
Close 1.0058 1.0133 0.0075 0.7% 1.0103
Range 0.0000 0.0058 0.0058 0.0069
ATR 0.0032 0.0035 0.0003 9.4% 0.0000
Volume 1 1 0 0.0% 172
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0288 1.0268 1.0165
R3 1.0230 1.0210 1.0149
R2 1.0172 1.0172 1.0144
R1 1.0152 1.0152 1.0138 1.0162
PP 1.0114 1.0114 1.0114 1.0119
S1 1.0094 1.0094 1.0128 1.0104
S2 1.0056 1.0056 1.0122
S3 0.9998 1.0036 1.0117
S4 0.9940 0.9978 1.0101
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% 0.0014 0.1% 100% True False 9
10 1.0179 1.0058 0.0121 1.2% 0.0014 0.1% 62% False False 18
20 1.0254 1.0058 0.0196 1.9% 0.0019 0.2% 38% False False 25
40 1.0254 0.9975 0.0279 2.8% 0.0017 0.2% 57% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0380
2.618 1.0285
1.618 1.0227
1.000 1.0191
0.618 1.0169
HIGH 1.0133
0.618 1.0111
0.500 1.0104
0.382 1.0097
LOW 1.0075
0.618 1.0039
1.000 1.0017
1.618 0.9981
2.618 0.9923
4.250 0.9829
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 1.0123 1.0121
PP 1.0114 1.0108
S1 1.0104 1.0096

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

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