CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1.0144 1.0156 0.0012 0.1% 1.0186
High 1.0144 1.0156 0.0012 0.1% 1.0186
Low 1.0144 1.0156 0.0012 0.1% 1.0129
Close 1.0144 1.0156 0.0012 0.1% 1.0144
Range
ATR 0.0035 0.0034 -0.0002 -4.7% 0.0000
Volume 138 23 -115 -83.3% 188
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0156 1.0156
R3 1.0156 1.0156 1.0156
R2 1.0156 1.0156 1.0156
R1 1.0156 1.0156 1.0156 1.0156
PP 1.0156 1.0156 1.0156 1.0156
S1 1.0156 1.0156 1.0156 1.0156
S2 1.0156 1.0156 1.0156
S3 1.0156 1.0156 1.0156
S4 1.0156 1.0156 1.0156
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0324 1.0291 1.0175
R3 1.0267 1.0234 1.0160
R2 1.0210 1.0210 1.0154
R1 1.0177 1.0177 1.0149 1.0165
PP 1.0153 1.0153 1.0153 1.0147
S1 1.0120 1.0120 1.0139 1.0108
S2 1.0096 1.0096 1.0134
S3 1.0039 1.0063 1.0128
S4 0.9982 1.0006 1.0113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0167 1.0129 0.0038 0.4% 0.0010 0.1% 71% False False 38
10 1.0200 1.0058 0.0142 1.4% 0.0018 0.2% 69% False False 24
20 1.0200 1.0058 0.0142 1.4% 0.0016 0.2% 69% False False 25
40 1.0254 0.9992 0.0262 2.6% 0.0018 0.2% 63% False False 27
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0156
2.618 1.0156
1.618 1.0156
1.000 1.0156
0.618 1.0156
HIGH 1.0156
0.618 1.0156
0.500 1.0156
0.382 1.0156
LOW 1.0156
0.618 1.0156
1.000 1.0156
1.618 1.0156
2.618 1.0156
4.250 1.0156
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1.0156 1.0155
PP 1.0156 1.0154
S1 1.0156 1.0154

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

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