CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 0.9883 0.9888 0.0005 0.1% 0.9912
High 0.9910 0.9903 -0.0007 -0.1% 0.9977
Low 0.9860 0.9812 -0.0048 -0.5% 0.9842
Close 0.9886 0.9817 -0.0069 -0.7% 0.9880
Range 0.0050 0.0091 0.0041 82.0% 0.0135
ATR 0.0055 0.0058 0.0003 4.6% 0.0000
Volume 62,919 78,348 15,429 24.5% 333,032
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.0117 1.0058 0.9867
R3 1.0026 0.9967 0.9842
R2 0.9935 0.9935 0.9834
R1 0.9876 0.9876 0.9825 0.9860
PP 0.9844 0.9844 0.9844 0.9836
S1 0.9785 0.9785 0.9809 0.9769
S2 0.9753 0.9753 0.9800
S3 0.9662 0.9694 0.9792
S4 0.9571 0.9603 0.9767
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 0.9812 0.0165 1.7% 0.0069 0.7% 3% False True 73,844
10 0.9977 0.9812 0.0165 1.7% 0.0058 0.6% 3% False True 67,242
20 0.9977 0.9690 0.0287 2.9% 0.0055 0.6% 44% False False 67,329
40 0.9977 0.9690 0.0287 2.9% 0.0055 0.6% 44% False False 66,822
60 0.9977 0.9646 0.0331 3.4% 0.0055 0.6% 52% False False 51,266
80 1.0092 0.9646 0.0446 4.5% 0.0054 0.5% 38% False False 38,578
100 1.0151 0.9646 0.0505 5.1% 0.0049 0.5% 34% False False 30,877
120 1.0151 0.9646 0.0505 5.1% 0.0045 0.5% 34% False False 25,739
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 0.0017
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0290
2.618 1.0141
1.618 1.0050
1.000 0.9994
0.618 0.9959
HIGH 0.9903
0.618 0.9868
0.500 0.9858
0.382 0.9847
LOW 0.9812
0.618 0.9756
1.000 0.9721
1.618 0.9665
2.618 0.9574
4.250 0.9425
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 0.9858 0.9871
PP 0.9844 0.9853
S1 0.9831 0.9835

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

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