CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 0.9960 0.9954 -0.0006 -0.1% 0.9981
High 0.9960 0.9954 -0.0006 -0.1% 1.0055
Low 0.9955 0.9926 -0.0029 -0.3% 0.9922
Close 0.9956 0.9940 -0.0016 -0.2% 0.9949
Range 0.0005 0.0028 0.0023 460.0% 0.0133
ATR 0.0038 0.0037 -0.0001 -1.5% 0.0000
Volume 15 162 147 980.0% 282
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0024 1.0010 0.9955
R3 0.9996 0.9982 0.9948
R2 0.9968 0.9968 0.9945
R1 0.9954 0.9954 0.9943 0.9947
PP 0.9940 0.9940 0.9940 0.9937
S1 0.9926 0.9926 0.9937 0.9919
S2 0.9912 0.9912 0.9935
S3 0.9884 0.9898 0.9932
S4 0.9856 0.9870 0.9925
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0374 1.0295 1.0022
R3 1.0241 1.0162 0.9986
R2 1.0108 1.0108 0.9973
R1 1.0029 1.0029 0.9961 1.0002
PP 0.9975 0.9975 0.9975 0.9962
S1 0.9896 0.9896 0.9937 0.9869
S2 0.9842 0.9842 0.9925
S3 0.9709 0.9763 0.9912
S4 0.9576 0.9630 0.9876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0055 0.9922 0.0133 1.3% 0.0039 0.4% 14% False False 87
10 1.0055 0.9922 0.0133 1.3% 0.0025 0.3% 14% False False 57
20 1.0169 0.9922 0.0247 2.5% 0.0030 0.3% 7% False False 44
40 1.0200 0.9922 0.0278 2.8% 0.0023 0.2% 6% False False 34
60 1.0254 0.9922 0.0332 3.3% 0.0022 0.2% 5% False False 33
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0073
2.618 1.0027
1.618 0.9999
1.000 0.9982
0.618 0.9971
HIGH 0.9954
0.618 0.9943
0.500 0.9940
0.382 0.9937
LOW 0.9926
0.618 0.9909
1.000 0.9898
1.618 0.9881
2.618 0.9853
4.250 0.9807
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 0.9940 0.9941
PP 0.9940 0.9941
S1 0.9940 0.9940

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

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