CME Canadian Dollar Future December 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 0.9564 0.9610 0.0046 0.5% 0.9675
High 0.9624 0.9668 0.0044 0.5% 0.9735
Low 0.9558 0.9602 0.0044 0.5% 0.9585
Close 0.9609 0.9665 0.0056 0.6% 0.9630
Range 0.0066 0.0066 0.0000 0.0% 0.0150
ATR 0.0060 0.0060 0.0000 0.7% 0.0000
Volume 484 417 -67 -13.8% 985
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 0.9843 0.9820 0.9701
R3 0.9777 0.9754 0.9683
R2 0.9711 0.9711 0.9677
R1 0.9688 0.9688 0.9671 0.9700
PP 0.9645 0.9645 0.9645 0.9651
S1 0.9622 0.9622 0.9659 0.9634
S2 0.9579 0.9579 0.9653
S3 0.9513 0.9556 0.9647
S4 0.9447 0.9490 0.9629
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0100 1.0015 0.9713
R3 0.9950 0.9865 0.9671
R2 0.9800 0.9800 0.9658
R1 0.9715 0.9715 0.9644 0.9683
PP 0.9650 0.9650 0.9650 0.9634
S1 0.9565 0.9565 0.9616 0.9533
S2 0.9500 0.9500 0.9603
S3 0.9350 0.9415 0.9589
S4 0.9200 0.9265 0.9548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9673 0.9558 0.0115 1.2% 0.0067 0.7% 93% False False 304
10 0.9802 0.9558 0.0244 2.5% 0.0072 0.7% 44% False False 225
20 0.9924 0.9558 0.0366 3.8% 0.0055 0.6% 29% False False 172
40 0.9924 0.9558 0.0366 3.8% 0.0047 0.5% 29% False False 150
60 0.9924 0.9558 0.0366 3.8% 0.0041 0.4% 29% False False 120
80 0.9975 0.9558 0.0417 4.3% 0.0039 0.4% 26% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0009
Fibonacci Retracements and Extensions
4.250 0.9949
2.618 0.9841
1.618 0.9775
1.000 0.9734
0.618 0.9709
HIGH 0.9668
0.618 0.9643
0.500 0.9635
0.382 0.9627
LOW 0.9602
0.618 0.9561
1.000 0.9536
1.618 0.9495
2.618 0.9429
4.250 0.9322
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 0.9655 0.9648
PP 0.9645 0.9630
S1 0.9635 0.9613

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

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