CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 1.0015 1.0038 0.0023 0.2% 0.9938
High 1.0032 1.0055 0.0023 0.2% 1.0008
Low 1.0010 0.9977 -0.0033 -0.3% 0.9938
Close 1.0032 0.9982 -0.0050 -0.5% 0.9991
Range 0.0022 0.0078 0.0056 254.5% 0.0070
ATR 0.0036 0.0039 0.0003 8.1% 0.0000
Volume 1 6 5 500.0% 122
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0239 1.0188 1.0025
R3 1.0161 1.0110 1.0003
R2 1.0083 1.0083 0.9996
R1 1.0032 1.0032 0.9989 1.0019
PP 1.0005 1.0005 1.0005 0.9998
S1 0.9954 0.9954 0.9975 0.9941
S2 0.9927 0.9927 0.9968
S3 0.9849 0.9876 0.9961
S4 0.9771 0.9798 0.9939
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0160 1.0030
R3 1.0119 1.0090 1.0010
R2 1.0049 1.0049 1.0004
R1 1.0020 1.0020 0.9997 1.0035
PP 0.9979 0.9979 0.9979 0.9986
S1 0.9950 0.9950 0.9985 0.9965
S2 0.9909 0.9909 0.9978
S3 0.9839 0.9880 0.9972
S4 0.9769 0.9810 0.9953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0055 0.9977 0.0078 0.8% 0.0026 0.3% 6% True True 25
10 1.0055 0.9938 0.0117 1.2% 0.0017 0.2% 38% True False 16
20 1.0169 0.9938 0.0231 2.3% 0.0026 0.3% 19% False False 32
40 1.0254 0.9938 0.0316 3.2% 0.0023 0.2% 14% False False 28
60 1.0254 0.9938 0.0316 3.2% 0.0021 0.2% 14% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0387
2.618 1.0259
1.618 1.0181
1.000 1.0133
0.618 1.0103
HIGH 1.0055
0.618 1.0025
0.500 1.0016
0.382 1.0007
LOW 0.9977
0.618 0.9929
1.000 0.9899
1.618 0.9851
2.618 0.9773
4.250 0.9646
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 1.0016 1.0016
PP 1.0005 1.0005
S1 0.9993 0.9993

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

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