CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 0.9736 0.9790 0.0054 0.6% 0.9735
High 0.9807 0.9833 0.0026 0.3% 0.9833
Low 0.9734 0.9778 0.0044 0.5% 0.9709
Close 0.9790 0.9822 0.0032 0.3% 0.9822
Range 0.0073 0.0055 -0.0018 -24.7% 0.0124
ATR 0.0053 0.0054 0.0000 0.2% 0.0000
Volume 72,895 67,151 -5,744 -7.9% 311,341
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9976 0.9954 0.9852
R3 0.9921 0.9899 0.9837
R2 0.9866 0.9866 0.9832
R1 0.9844 0.9844 0.9827 0.9855
PP 0.9811 0.9811 0.9811 0.9817
S1 0.9789 0.9789 0.9817 0.9800
S2 0.9756 0.9756 0.9812
S3 0.9701 0.9734 0.9807
S4 0.9646 0.9679 0.9792
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0160 1.0115 0.9890
R3 1.0036 0.9991 0.9856
R2 0.9912 0.9912 0.9845
R1 0.9867 0.9867 0.9833 0.9890
PP 0.9788 0.9788 0.9788 0.9799
S1 0.9743 0.9743 0.9811 0.9766
S2 0.9664 0.9664 0.9799
S3 0.9540 0.9619 0.9788
S4 0.9416 0.9495 0.9754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9833 0.9709 0.0124 1.3% 0.0046 0.5% 91% True False 62,268
10 0.9854 0.9690 0.0164 1.7% 0.0057 0.6% 80% False False 72,101
20 0.9902 0.9690 0.0212 2.2% 0.0055 0.6% 62% False False 67,273
40 0.9902 0.9646 0.0256 2.6% 0.0053 0.5% 69% False False 56,070
60 1.0035 0.9646 0.0389 4.0% 0.0053 0.5% 45% False False 37,624
80 1.0151 0.9646 0.0505 5.1% 0.0050 0.5% 35% False False 28,310
100 1.0151 0.9646 0.0505 5.1% 0.0045 0.5% 35% False False 22,663
120 1.0151 0.9646 0.0505 5.1% 0.0041 0.4% 35% False False 18,894
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0067
2.618 0.9977
1.618 0.9922
1.000 0.9888
0.618 0.9867
HIGH 0.9833
0.618 0.9812
0.500 0.9806
0.382 0.9799
LOW 0.9778
0.618 0.9744
1.000 0.9723
1.618 0.9689
2.618 0.9634
4.250 0.9544
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 0.9817 0.9806
PP 0.9811 0.9790
S1 0.9806 0.9775

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

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