CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.0120 1.0100 -0.0020 -0.2% 1.0085
High 1.0131 1.0100 -0.0031 -0.3% 1.0131
Low 1.0108 1.0095 -0.0013 -0.1% 1.0075
Close 1.0108 1.0095 -0.0013 -0.1% 1.0095
Range 0.0023 0.0005 -0.0018 -78.3% 0.0056
ATR 0.0029 0.0028 -0.0001 -4.0% 0.0000
Volume 51 20 -31 -60.8% 516
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0112 1.0108 1.0098
R3 1.0107 1.0103 1.0096
R2 1.0102 1.0102 1.0096
R1 1.0098 1.0098 1.0095 1.0098
PP 1.0097 1.0097 1.0097 1.0096
S1 1.0093 1.0093 1.0095 1.0093
S2 1.0092 1.0092 1.0094
S3 1.0087 1.0088 1.0094
S4 1.0082 1.0083 1.0092
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0268 1.0238 1.0126
R3 1.0212 1.0182 1.0110
R2 1.0156 1.0156 1.0105
R1 1.0126 1.0126 1.0100 1.0141
PP 1.0100 1.0100 1.0100 1.0108
S1 1.0070 1.0070 1.0090 1.0085
S2 1.0044 1.0044 1.0085
S3 0.9988 1.0014 1.0080
S4 0.9932 0.9958 1.0064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 1.0075 0.0056 0.6% 0.0016 0.2% 36% False False 103
10 1.0131 1.0008 0.0123 1.2% 0.0020 0.2% 71% False False 60
20 1.0131 0.9900 0.0231 2.3% 0.0022 0.2% 84% False False 54
40 1.0131 0.9900 0.0231 2.3% 0.0024 0.2% 84% False False 50
60 1.0200 0.9900 0.0300 3.0% 0.0022 0.2% 65% False False 41
80 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 55% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0121
2.618 1.0113
1.618 1.0108
1.000 1.0105
0.618 1.0103
HIGH 1.0100
0.618 1.0098
0.500 1.0098
0.382 1.0097
LOW 1.0095
0.618 1.0092
1.000 1.0090
1.618 1.0087
2.618 1.0082
4.250 1.0074
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.0098 1.0113
PP 1.0097 1.0107
S1 1.0096 1.0101

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

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