CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 0.9759 0.9761 0.0002 0.0% 0.9698
High 0.9802 0.9780 -0.0022 -0.2% 0.9802
Low 0.9752 0.9735 -0.0017 -0.2% 0.9691
Close 0.9788 0.9768 -0.0020 -0.2% 0.9788
Range 0.0050 0.0045 -0.0005 -10.0% 0.0111
ATR 0.0053 0.0053 0.0000 0.1% 0.0000
Volume 84,818 64,215 -20,603 -24.3% 267,875
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9896 0.9877 0.9793
R3 0.9851 0.9832 0.9780
R2 0.9806 0.9806 0.9776
R1 0.9787 0.9787 0.9772 0.9797
PP 0.9761 0.9761 0.9761 0.9766
S1 0.9742 0.9742 0.9764 0.9752
S2 0.9716 0.9716 0.9760
S3 0.9671 0.9697 0.9756
S4 0.9626 0.9652 0.9743
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0093 1.0052 0.9849
R3 0.9982 0.9941 0.9819
R2 0.9871 0.9871 0.9808
R1 0.9830 0.9830 0.9798 0.9851
PP 0.9760 0.9760 0.9760 0.9771
S1 0.9719 0.9719 0.9778 0.9740
S2 0.9649 0.9649 0.9768
S3 0.9538 0.9608 0.9757
S4 0.9427 0.9497 0.9727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9802 0.9691 0.0111 1.1% 0.0049 0.5% 69% False False 61,713
10 0.9802 0.9650 0.0152 1.6% 0.0051 0.5% 78% False False 38,366
20 0.9910 0.9646 0.0264 2.7% 0.0056 0.6% 46% False False 20,152
40 1.0092 0.9646 0.0446 4.6% 0.0053 0.5% 27% False False 10,333
60 1.0151 0.9646 0.0505 5.2% 0.0046 0.5% 24% False False 6,913
80 1.0151 0.9646 0.0505 5.2% 0.0039 0.4% 24% False False 5,197
100 1.0151 0.9646 0.0505 5.2% 0.0036 0.4% 24% False False 4,168
120 1.0200 0.9646 0.0554 5.7% 0.0034 0.3% 22% False False 3,478
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9971
2.618 0.9898
1.618 0.9853
1.000 0.9825
0.618 0.9808
HIGH 0.9780
0.618 0.9763
0.500 0.9758
0.382 0.9752
LOW 0.9735
0.618 0.9707
1.000 0.9690
1.618 0.9662
2.618 0.9617
4.250 0.9544
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 0.9765 0.9763
PP 0.9761 0.9758
S1 0.9758 0.9753

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

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