CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 0.9820 0.9820 0.0000 0.0% 0.9761
High 0.9834 0.9849 0.0015 0.2% 0.9787
Low 0.9790 0.9812 0.0022 0.2% 0.9704
Close 0.9821 0.9821 0.0000 0.0% 0.9759
Range 0.0044 0.0037 -0.0007 -15.9% 0.0083
ATR 0.0052 0.0051 -0.0001 -2.1% 0.0000
Volume 71,537 61,746 -9,791 -13.7% 301,196
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9938 0.9917 0.9841
R3 0.9901 0.9880 0.9831
R2 0.9864 0.9864 0.9828
R1 0.9843 0.9843 0.9824 0.9854
PP 0.9827 0.9827 0.9827 0.9833
S1 0.9806 0.9806 0.9818 0.9817
S2 0.9790 0.9790 0.9814
S3 0.9753 0.9769 0.9811
S4 0.9716 0.9732 0.9801
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9999 0.9962 0.9805
R3 0.9916 0.9879 0.9782
R2 0.9833 0.9833 0.9774
R1 0.9796 0.9796 0.9767 0.9773
PP 0.9750 0.9750 0.9750 0.9739
S1 0.9713 0.9713 0.9751 0.9690
S2 0.9667 0.9667 0.9744
S3 0.9584 0.9630 0.9736
S4 0.9501 0.9547 0.9713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9849 0.9723 0.0126 1.3% 0.0047 0.5% 78% True False 63,070
10 0.9849 0.9704 0.0145 1.5% 0.0049 0.5% 81% True False 65,440
20 0.9849 0.9646 0.0203 2.1% 0.0051 0.5% 86% True False 44,867
40 1.0035 0.9646 0.0389 4.0% 0.0052 0.5% 45% False False 22,800
60 1.0151 0.9646 0.0505 5.1% 0.0048 0.5% 35% False False 15,322
80 1.0151 0.9646 0.0505 5.1% 0.0042 0.4% 35% False False 11,510
100 1.0151 0.9646 0.0505 5.1% 0.0038 0.4% 35% False False 9,218
120 1.0200 0.9646 0.0554 5.6% 0.0036 0.4% 32% False False 7,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0006
2.618 0.9946
1.618 0.9909
1.000 0.9886
0.618 0.9872
HIGH 0.9849
0.618 0.9835
0.500 0.9831
0.382 0.9826
LOW 0.9812
0.618 0.9789
1.000 0.9775
1.618 0.9752
2.618 0.9715
4.250 0.9655
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 0.9831 0.9817
PP 0.9827 0.9813
S1 0.9824 0.9809

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

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