CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 0.9962 0.9923 -0.0039 -0.4% 0.9912
High 0.9977 0.9929 -0.0048 -0.5% 0.9977
Low 0.9901 0.9842 -0.0059 -0.6% 0.9842
Close 0.9906 0.9880 -0.0026 -0.3% 0.9880
Range 0.0076 0.0087 0.0011 14.5% 0.0135
ATR 0.0053 0.0056 0.0002 4.5% 0.0000
Volume 75,227 100,641 25,414 33.8% 333,032
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0145 1.0099 0.9928
R3 1.0058 1.0012 0.9904
R2 0.9971 0.9971 0.9896
R1 0.9925 0.9925 0.9888 0.9905
PP 0.9884 0.9884 0.9884 0.9873
S1 0.9838 0.9838 0.9872 0.9818
S2 0.9797 0.9797 0.9864
S3 0.9710 0.9751 0.9856
S4 0.9623 0.9664 0.9832
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0305 1.0227 0.9954
R3 1.0170 1.0092 0.9917
R2 1.0035 1.0035 0.9905
R1 0.9957 0.9957 0.9892 0.9929
PP 0.9900 0.9900 0.9900 0.9885
S1 0.9822 0.9822 0.9868 0.9794
S2 0.9765 0.9765 0.9855
S3 0.9630 0.9687 0.9843
S4 0.9495 0.9552 0.9806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9977 0.9842 0.0135 1.4% 0.0056 0.6% 28% False True 66,606
10 0.9977 0.9820 0.0157 1.6% 0.0057 0.6% 38% False False 68,081
20 0.9977 0.9690 0.0287 2.9% 0.0057 0.6% 66% False False 70,091
40 0.9977 0.9690 0.0287 2.9% 0.0054 0.5% 66% False False 67,017
60 0.9977 0.9646 0.0331 3.4% 0.0054 0.6% 71% False False 48,920
80 1.0123 0.9646 0.0477 4.8% 0.0053 0.5% 49% False False 36,813
100 1.0151 0.9646 0.0505 5.1% 0.0048 0.5% 46% False False 29,465
120 1.0151 0.9646 0.0505 5.1% 0.0044 0.4% 46% False False 24,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0157
1.618 1.0070
1.000 1.0016
0.618 0.9983
HIGH 0.9929
0.618 0.9896
0.500 0.9886
0.382 0.9875
LOW 0.9842
0.618 0.9788
1.000 0.9755
1.618 0.9701
2.618 0.9614
4.250 0.9472
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 0.9886 0.9910
PP 0.9884 0.9900
S1 0.9882 0.9890

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

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