CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 0.9588 0.9631 0.0043 0.4% 0.9694
High 0.9644 0.9686 0.0042 0.4% 0.9760
Low 0.9573 0.9602 0.0029 0.3% 0.9595
Close 0.9629 0.9684 0.0055 0.6% 0.9650
Range 0.0071 0.0084 0.0013 18.3% 0.0165
ATR 0.0069 0.0070 0.0001 1.6% 0.0000
Volume 1,845 1,918 73 4.0% 6,964
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 0.9909 0.9881 0.9730
R3 0.9825 0.9797 0.9707
R2 0.9741 0.9741 0.9699
R1 0.9713 0.9713 0.9692 0.9727
PP 0.9657 0.9657 0.9657 0.9665
S1 0.9629 0.9629 0.9676 0.9643
S2 0.9573 0.9573 0.9669
S3 0.9489 0.9545 0.9661
S4 0.9405 0.9461 0.9638
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0163 1.0072 0.9741
R3 0.9998 0.9907 0.9695
R2 0.9833 0.9833 0.9680
R1 0.9742 0.9742 0.9665 0.9705
PP 0.9668 0.9668 0.9668 0.9650
S1 0.9577 0.9577 0.9635 0.9540
S2 0.9503 0.9503 0.9620
S3 0.9338 0.9412 0.9605
S4 0.9173 0.9247 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9693 0.9573 0.0120 1.2% 0.0077 0.8% 93% False False 1,686
10 0.9826 0.9573 0.0253 2.6% 0.0084 0.9% 44% False False 1,306
20 0.9955 0.9573 0.0382 3.9% 0.0068 0.7% 29% False False 867
40 0.9955 0.9573 0.0382 3.9% 0.0059 0.6% 29% False False 525
60 0.9955 0.9573 0.0382 3.9% 0.0051 0.5% 29% False False 389
80 1.0000 0.9573 0.0427 4.4% 0.0047 0.5% 26% False False 321
100 1.0113 0.9573 0.0540 5.6% 0.0044 0.5% 21% False False 277
120 1.0113 0.9573 0.0540 5.6% 0.0039 0.4% 21% False False 232
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0043
2.618 0.9906
1.618 0.9822
1.000 0.9770
0.618 0.9738
HIGH 0.9686
0.618 0.9654
0.500 0.9644
0.382 0.9634
LOW 0.9602
0.618 0.9550
1.000 0.9518
1.618 0.9466
2.618 0.9382
4.250 0.9245
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 0.9671 0.9666
PP 0.9657 0.9648
S1 0.9644 0.9630

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

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