CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 0.9809 0.9797 -0.0012 -0.1% 0.9901
High 0.9809 0.9818 0.0009 0.1% 0.9910
Low 0.9774 0.9728 -0.0046 -0.5% 0.9728
Close 0.9784 0.9750 -0.0034 -0.3% 0.9750
Range 0.0035 0.0090 0.0055 157.1% 0.0182
ATR 0.0048 0.0051 0.0003 6.3% 0.0000
Volume 1,513 471 -1,042 -68.9% 3,613
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0035 0.9983 0.9800
R3 0.9945 0.9893 0.9775
R2 0.9855 0.9855 0.9767
R1 0.9803 0.9803 0.9758 0.9784
PP 0.9765 0.9765 0.9765 0.9756
S1 0.9713 0.9713 0.9742 0.9694
S2 0.9675 0.9675 0.9734
S3 0.9585 0.9623 0.9725
S4 0.9495 0.9533 0.9701
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0342 1.0228 0.9850
R3 1.0160 1.0046 0.9800
R2 0.9978 0.9978 0.9783
R1 0.9864 0.9864 0.9767 0.9830
PP 0.9796 0.9796 0.9796 0.9779
S1 0.9682 0.9682 0.9733 0.9648
S2 0.9614 0.9614 0.9717
S3 0.9432 0.9500 0.9700
S4 0.9250 0.9318 0.9650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9960 0.9728 0.0232 2.4% 0.0066 0.7% 9% False True 803
10 0.9998 0.9728 0.0270 2.8% 0.0055 0.6% 8% False True 562
20 1.0035 0.9728 0.0307 3.1% 0.0051 0.5% 7% False True 612
40 1.0151 0.9728 0.0423 4.3% 0.0044 0.5% 5% False True 372
60 1.0151 0.9728 0.0423 4.3% 0.0036 0.4% 5% False True 270
80 1.0151 0.9728 0.0423 4.3% 0.0033 0.3% 5% False True 215
100 1.0200 0.9728 0.0472 4.8% 0.0032 0.3% 5% False True 177
120 1.0254 0.9728 0.0526 5.4% 0.0030 0.3% 4% False True 152
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 0.0007
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0201
2.618 1.0054
1.618 0.9964
1.000 0.9908
0.618 0.9874
HIGH 0.9818
0.618 0.9784
0.500 0.9773
0.382 0.9762
LOW 0.9728
0.618 0.9672
1.000 0.9638
1.618 0.9582
2.618 0.9492
4.250 0.9346
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 0.9773 0.9795
PP 0.9765 0.9780
S1 0.9758 0.9765

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

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