CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1.0075 1.0130 0.0055 0.5% 1.0120
High 1.0133 1.0200 0.0067 0.7% 1.0200
Low 1.0075 1.0130 0.0055 0.5% 1.0058
Close 1.0133 1.0150 0.0017 0.2% 1.0150
Range 0.0058 0.0070 0.0012 20.7% 0.0142
ATR 0.0035 0.0038 0.0002 7.0% 0.0000
Volume 1 25 24 2,400.0% 31
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0370 1.0330 1.0189
R3 1.0300 1.0260 1.0169
R2 1.0230 1.0230 1.0163
R1 1.0190 1.0190 1.0156 1.0210
PP 1.0160 1.0160 1.0160 1.0170
S1 1.0120 1.0120 1.0144 1.0140
S2 1.0090 1.0090 1.0137
S3 1.0020 1.0050 1.0131
S4 0.9950 0.9980 1.0112
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0562 1.0498 1.0228
R3 1.0420 1.0356 1.0189
R2 1.0278 1.0278 1.0176
R1 1.0214 1.0214 1.0163 1.0246
PP 1.0136 1.0136 1.0136 1.0152
S1 1.0072 1.0072 1.0137 1.0104
S2 0.9994 0.9994 1.0124
S3 0.9852 0.9930 1.0111
S4 0.9710 0.9788 1.0072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0200 1.0058 0.0142 1.4% 0.0028 0.3% 65% True False 6
10 1.0200 1.0058 0.0142 1.4% 0.0020 0.2% 65% True False 20
20 1.0254 1.0058 0.0196 1.9% 0.0022 0.2% 47% False False 25
40 1.0254 0.9975 0.0279 2.7% 0.0018 0.2% 63% False False 24
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 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0498
2.618 1.0383
1.618 1.0313
1.000 1.0270
0.618 1.0243
HIGH 1.0200
0.618 1.0173
0.500 1.0165
0.382 1.0157
LOW 1.0130
0.618 1.0087
1.000 1.0060
1.618 1.0017
2.618 0.9947
4.250 0.9833
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.0165 1.0143
PP 1.0160 1.0136
S1 1.0155 1.0129

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

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