CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.0090 1.0008 -0.0082 -0.8% 1.0156
High 1.0090 1.0020 -0.0070 -0.7% 1.0169
Low 1.0008 1.0000 -0.0008 -0.1% 1.0008
Close 1.0008 1.0007 -0.0001 0.0% 1.0008
Range 0.0082 0.0020 -0.0062 -75.6% 0.0161
ATR 0.0047 0.0045 -0.0002 -4.1% 0.0000
Volume 12 90 78 650.0% 91
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0069 1.0058 1.0018
R3 1.0049 1.0038 1.0013
R2 1.0029 1.0029 1.0011
R1 1.0018 1.0018 1.0009 1.0014
PP 1.0009 1.0009 1.0009 1.0007
S1 0.9998 0.9998 1.0005 0.9994
S2 0.9989 0.9989 1.0003
S3 0.9969 0.9978 1.0002
S4 0.9949 0.9958 0.9996
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0545 1.0437 1.0097
R3 1.0384 1.0276 1.0052
R2 1.0223 1.0223 1.0038
R1 1.0115 1.0115 1.0023 1.0089
PP 1.0062 1.0062 1.0062 1.0048
S1 0.9954 0.9954 0.9993 0.9928
S2 0.9901 0.9901 0.9978
S3 0.9740 0.9793 0.9964
S4 0.9579 0.9632 0.9919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0169 1.0000 0.0169 1.7% 0.0044 0.4% 4% False True 31
10 1.0169 1.0000 0.0169 1.7% 0.0027 0.3% 4% False True 34
20 1.0200 1.0000 0.0200 2.0% 0.0024 0.2% 4% False True 28
40 1.0254 1.0000 0.0254 2.5% 0.0022 0.2% 3% False True 29
60 1.0254 0.9845 0.0409 4.1% 0.0019 0.2% 40% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 1.0072
1.618 1.0052
1.000 1.0040
0.618 1.0032
HIGH 1.0020
0.618 1.0012
0.500 1.0010
0.382 1.0008
LOW 1.0000
0.618 0.9988
1.000 0.9980
1.618 0.9968
2.618 0.9948
4.250 0.9915
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.0010 1.0063
PP 1.0009 1.0044
S1 1.0008 1.0026

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

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