CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 0.9725 0.9667 -0.0058 -0.6% 0.9691
High 0.9727 0.9681 -0.0046 -0.5% 0.9709
Low 0.9648 0.9631 -0.0017 -0.2% 0.9591
Close 0.9661 0.9660 -0.0001 0.0% 0.9642
Range 0.0079 0.0050 -0.0029 -36.7% 0.0118
ATR 0.0077 0.0075 -0.0002 -2.5% 0.0000
Volume 67,886 68,313 427 0.6% 344,478
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9807 0.9784 0.9688
R3 0.9757 0.9734 0.9674
R2 0.9707 0.9707 0.9669
R1 0.9684 0.9684 0.9665 0.9671
PP 0.9657 0.9657 0.9657 0.9651
S1 0.9634 0.9634 0.9655 0.9621
S2 0.9607 0.9607 0.9651
S3 0.9557 0.9584 0.9646
S4 0.9507 0.9534 0.9633
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 0.9622 0.0120 1.2% 0.0081 0.8% 32% False False 78,914
10 0.9744 0.9591 0.0153 1.6% 0.0085 0.9% 45% False False 86,784
20 0.9977 0.9591 0.0386 4.0% 0.0082 0.8% 18% False False 83,240
40 0.9977 0.9591 0.0386 4.0% 0.0068 0.7% 18% False False 75,297
60 0.9977 0.9591 0.0386 4.0% 0.0062 0.6% 18% False False 71,284
80 0.9977 0.9591 0.0386 4.0% 0.0060 0.6% 18% False False 54,666
100 1.0151 0.9591 0.0560 5.8% 0.0057 0.6% 12% False False 43,821
120 1.0151 0.9591 0.0560 5.8% 0.0053 0.5% 12% False False 36,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9894
2.618 0.9812
1.618 0.9762
1.000 0.9731
0.618 0.9712
HIGH 0.9681
0.618 0.9662
0.500 0.9656
0.382 0.9650
LOW 0.9631
0.618 0.9600
1.000 0.9581
1.618 0.9550
2.618 0.9500
4.250 0.9419
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 0.9659 0.9687
PP 0.9657 0.9678
S1 0.9656 0.9669

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

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