CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 1.0150 1.0150 0.0000 0.0% 1.0120
High 1.0167 1.0150 -0.0017 -0.2% 1.0200
Low 1.0150 1.0129 -0.0021 -0.2% 1.0058
Close 1.0167 1.0129 -0.0038 -0.4% 1.0150
Range 0.0017 0.0021 0.0004 23.5% 0.0142
ATR 0.0038 0.0038 0.0000 0.1% 0.0000
Volume 21 5 -16 -76.2% 31
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0199 1.0185 1.0141
R3 1.0178 1.0164 1.0135
R2 1.0157 1.0157 1.0133
R1 1.0143 1.0143 1.0131 1.0140
PP 1.0136 1.0136 1.0136 1.0134
S1 1.0122 1.0122 1.0127 1.0119
S2 1.0115 1.0115 1.0125
S3 1.0094 1.0101 1.0123
S4 1.0073 1.0080 1.0117
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 1.0075 0.0125 1.2% 0.0033 0.3% 43% False False 14
10 1.0200 1.0058 0.0142 1.4% 0.0022 0.2% 50% False False 16
20 1.0254 1.0058 0.0196 1.9% 0.0020 0.2% 36% False False 25
40 1.0254 0.9992 0.0262 2.6% 0.0019 0.2% 52% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0205
1.618 1.0184
1.000 1.0171
0.618 1.0163
HIGH 1.0150
0.618 1.0142
0.500 1.0140
0.382 1.0137
LOW 1.0129
0.618 1.0116
1.000 1.0108
1.618 1.0095
2.618 1.0074
4.250 1.0040
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 1.0140 1.0158
PP 1.0136 1.0148
S1 1.0133 1.0139

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

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