CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 0.9470 0.9531 0.0061 0.6% 0.9801
High 0.9522 0.9552 0.0030 0.3% 0.9801
Low 0.9467 0.9483 0.0016 0.2% 0.9497
Close 0.9498 0.9503 0.0005 0.1% 0.9522
Range 0.0055 0.0069 0.0014 25.5% 0.0304
ATR 0.0070 0.0070 0.0000 -0.1% 0.0000
Volume 326 448 122 37.4% 1,612
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9720 0.9680 0.9541
R3 0.9651 0.9611 0.9522
R2 0.9582 0.9582 0.9516
R1 0.9542 0.9542 0.9509 0.9528
PP 0.9513 0.9513 0.9513 0.9505
S1 0.9473 0.9473 0.9497 0.9459
S2 0.9444 0.9444 0.9490
S3 0.9375 0.9404 0.9484
S4 0.9306 0.9335 0.9465
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0519 1.0324 0.9689
R3 1.0215 1.0020 0.9606
R2 0.9911 0.9911 0.9578
R1 0.9716 0.9716 0.9550 0.9662
PP 0.9607 0.9607 0.9607 0.9579
S1 0.9412 0.9412 0.9494 0.9358
S2 0.9303 0.9303 0.9466
S3 0.8999 0.9108 0.9438
S4 0.8695 0.8804 0.9355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9598 0.9436 0.0162 1.7% 0.0075 0.8% 41% False False 719
10 0.9822 0.9436 0.0386 4.1% 0.0068 0.7% 17% False False 474
20 0.9822 0.9436 0.0386 4.1% 0.0071 0.7% 17% False False 346
40 0.9924 0.9436 0.0488 5.1% 0.0063 0.7% 14% False False 259
60 0.9924 0.9436 0.0488 5.1% 0.0055 0.6% 14% False False 216
80 0.9924 0.9436 0.0488 5.1% 0.0048 0.5% 14% False False 177
100 0.9975 0.9436 0.0539 5.7% 0.0045 0.5% 12% False False 149
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9845
2.618 0.9733
1.618 0.9664
1.000 0.9621
0.618 0.9595
HIGH 0.9552
0.618 0.9526
0.500 0.9518
0.382 0.9509
LOW 0.9483
0.618 0.9440
1.000 0.9414
1.618 0.9371
2.618 0.9302
4.250 0.9190
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 0.9518 0.9502
PP 0.9513 0.9502
S1 0.9508 0.9501

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

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