CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 0.9950 0.9941 -0.0009 -0.1% 1.0008
High 0.9955 0.9947 -0.0008 -0.1% 1.0050
Low 0.9950 0.9941 -0.0009 -0.1% 0.9956
Close 0.9955 0.9947 -0.0008 -0.1% 0.9956
Range 0.0005 0.0006 0.0001 20.0% 0.0094
ATR 0.0040 0.0038 -0.0002 -4.6% 0.0000
Volume 3 11 8 266.7% 262
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 0.9963 0.9961 0.9950
R3 0.9957 0.9955 0.9949
R2 0.9951 0.9951 0.9948
R1 0.9949 0.9949 0.9948 0.9950
PP 0.9945 0.9945 0.9945 0.9946
S1 0.9943 0.9943 0.9946 0.9944
S2 0.9939 0.9939 0.9946
S3 0.9933 0.9937 0.9945
S4 0.9927 0.9931 0.9944
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0269 1.0207 1.0008
R3 1.0175 1.0113 0.9982
R2 1.0081 1.0081 0.9973
R1 1.0019 1.0019 0.9965 1.0003
PP 0.9987 0.9987 0.9987 0.9980
S1 0.9925 0.9925 0.9947 0.9909
S2 0.9893 0.9893 0.9939
S3 0.9799 0.9831 0.9930
S4 0.9705 0.9737 0.9904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0005 0.9938 0.0067 0.7% 0.0009 0.1% 13% False False 7
10 1.0126 0.9938 0.0188 1.9% 0.0029 0.3% 5% False False 30
20 1.0200 0.9938 0.0262 2.6% 0.0028 0.3% 3% False False 29
40 1.0254 0.9938 0.0316 3.2% 0.0023 0.2% 3% False False 27
60 1.0254 0.9938 0.0316 3.2% 0.0020 0.2% 3% False False 25
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9963
1.618 0.9957
1.000 0.9953
0.618 0.9951
HIGH 0.9947
0.618 0.9945
0.500 0.9944
0.382 0.9943
LOW 0.9941
0.618 0.9937
1.000 0.9935
1.618 0.9931
2.618 0.9925
4.250 0.9916
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 0.9946 0.9947
PP 0.9945 0.9947
S1 0.9944 0.9947

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

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