CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 0.9704 0.9647 -0.0057 -0.6% 0.9691
High 0.9709 0.9742 0.0033 0.3% 0.9709
Low 0.9628 0.9635 0.0007 0.1% 0.9591
Close 0.9642 0.9727 0.0085 0.9% 0.9642
Range 0.0081 0.0107 0.0026 32.1% 0.0118
ATR 0.0075 0.0077 0.0002 3.1% 0.0000
Volume 95,758 86,221 -9,537 -10.0% 344,478
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0022 0.9982 0.9786
R3 0.9915 0.9875 0.9756
R2 0.9808 0.9808 0.9747
R1 0.9768 0.9768 0.9737 0.9788
PP 0.9701 0.9701 0.9701 0.9712
S1 0.9661 0.9661 0.9717 0.9681
S2 0.9594 0.9594 0.9707
S3 0.9487 0.9554 0.9698
S4 0.9380 0.9447 0.9668
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0001 0.9940 0.9707
R3 0.9883 0.9822 0.9674
R2 0.9765 0.9765 0.9664
R1 0.9704 0.9704 0.9653 0.9676
PP 0.9647 0.9647 0.9647 0.9633
S1 0.9586 0.9586 0.9631 0.9558
S2 0.9529 0.9529 0.9620
S3 0.9411 0.9468 0.9610
S4 0.9293 0.9350 0.9577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9742 0.9591 0.0151 1.6% 0.0088 0.9% 90% True False 86,139
10 0.9782 0.9591 0.0191 2.0% 0.0089 0.9% 71% False False 89,076
20 0.9977 0.9591 0.0386 4.0% 0.0079 0.8% 35% False False 81,684
40 0.9977 0.9591 0.0386 4.0% 0.0067 0.7% 35% False False 74,691
60 0.9977 0.9591 0.0386 4.0% 0.0062 0.6% 35% False False 69,960
80 1.0035 0.9591 0.0444 4.6% 0.0060 0.6% 31% False False 52,970
100 1.0151 0.9591 0.0560 5.8% 0.0057 0.6% 24% False False 42,460
120 1.0151 0.9591 0.0560 5.8% 0.0052 0.5% 24% False False 35,397
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0197
2.618 1.0022
1.618 0.9915
1.000 0.9849
0.618 0.9808
HIGH 0.9742
0.618 0.9701
0.500 0.9689
0.382 0.9676
LOW 0.9635
0.618 0.9569
1.000 0.9528
1.618 0.9462
2.618 0.9355
4.250 0.9180
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 0.9714 0.9712
PP 0.9701 0.9697
S1 0.9689 0.9682

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

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