CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 0.9786 0.9809 0.0023 0.2% 0.9647
High 0.9832 0.9826 -0.0006 -0.1% 0.9834
Low 0.9783 0.9753 -0.0030 -0.3% 0.9631
Close 0.9810 0.9813 0.0003 0.0% 0.9790
Range 0.0049 0.0073 0.0024 49.0% 0.0203
ATR 0.0081 0.0081 -0.0001 -0.7% 0.0000
Volume 85,627 93,062 7,435 8.7% 425,264
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0016 0.9988 0.9853
R3 0.9943 0.9915 0.9833
R2 0.9870 0.9870 0.9826
R1 0.9842 0.9842 0.9820 0.9856
PP 0.9797 0.9797 0.9797 0.9805
S1 0.9769 0.9769 0.9806 0.9783
S2 0.9724 0.9724 0.9800
S3 0.9651 0.9696 0.9793
S4 0.9578 0.9623 0.9773
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0361 1.0278 0.9902
R3 1.0158 1.0075 0.9846
R2 0.9955 0.9955 0.9827
R1 0.9872 0.9872 0.9809 0.9914
PP 0.9752 0.9752 0.9752 0.9772
S1 0.9669 0.9669 0.9771 0.9711
S2 0.9549 0.9549 0.9753
S3 0.9346 0.9466 0.9734
S4 0.9143 0.9263 0.9678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9834 0.9631 0.0203 2.1% 0.0089 0.9% 90% False False 89,969
10 0.9834 0.9591 0.0243 2.5% 0.0087 0.9% 91% False False 86,369
20 0.9903 0.9591 0.0312 3.2% 0.0089 0.9% 71% False False 87,773
40 0.9977 0.9591 0.0386 3.9% 0.0071 0.7% 58% False False 77,614
60 0.9977 0.9591 0.0386 3.9% 0.0065 0.7% 58% False False 73,570
80 0.9977 0.9591 0.0386 3.9% 0.0063 0.6% 58% False False 59,418
100 1.0123 0.9591 0.0532 5.4% 0.0060 0.6% 42% False False 47,634
120 1.0151 0.9591 0.0560 5.7% 0.0055 0.6% 40% False False 39,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0136
2.618 1.0017
1.618 0.9944
1.000 0.9899
0.618 0.9871
HIGH 0.9826
0.618 0.9798
0.500 0.9790
0.382 0.9781
LOW 0.9753
0.618 0.9708
1.000 0.9680
1.618 0.9635
2.618 0.9562
4.250 0.9443
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 0.9805 0.9801
PP 0.9797 0.9788
S1 0.9790 0.9776

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

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