CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0038 0.9990 -0.0048 -0.5% 0.9938
High 1.0055 0.9997 -0.0058 -0.6% 1.0008
Low 0.9977 0.9948 -0.0029 -0.3% 0.9938
Close 0.9982 0.9954 -0.0028 -0.3% 0.9991
Range 0.0078 0.0049 -0.0029 -37.2% 0.0070
ATR 0.0039 0.0040 0.0001 1.7% 0.0000
Volume 6 13 7 116.7% 122
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0113 1.0083 0.9981
R3 1.0064 1.0034 0.9967
R2 1.0015 1.0015 0.9963
R1 0.9985 0.9985 0.9958 0.9976
PP 0.9966 0.9966 0.9966 0.9962
S1 0.9936 0.9936 0.9950 0.9927
S2 0.9917 0.9917 0.9945
S3 0.9868 0.9887 0.9941
S4 0.9819 0.9838 0.9927
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 0.9948 0.0107 1.1% 0.0036 0.4% 6% False True 8
10 1.0055 0.9938 0.0117 1.2% 0.0022 0.2% 14% False False 16
20 1.0169 0.9938 0.0231 2.3% 0.0028 0.3% 7% False False 32
40 1.0232 0.9938 0.0294 3.0% 0.0022 0.2% 5% False False 28
60 1.0254 0.9938 0.0316 3.2% 0.0022 0.2% 5% False False 26
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0205
2.618 1.0125
1.618 1.0076
1.000 1.0046
0.618 1.0027
HIGH 0.9997
0.618 0.9978
0.500 0.9973
0.382 0.9967
LOW 0.9948
0.618 0.9918
1.000 0.9899
1.618 0.9869
2.618 0.9820
4.250 0.9740
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 0.9973 1.0002
PP 0.9966 0.9986
S1 0.9960 0.9970

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

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