CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	0.9735	0.9736	0.0001	0.0%	0.9847
High	0.9747	0.9807	0.0060	0.6%	0.9854
Low	0.9716	0.9734	0.0018	0.2%	0.9690
Close	0.9739	0.9790	0.0051	0.5%	0.9729
Range	0.0031	0.0073	0.0042	135.5%	0.0164
ATR	0.0052	0.0053	0.0002	2.9%	0.0000
Volume	52,924	72,895	19,971	37.7%	409,676

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9996	0.9966	0.9830
R3	0.9923	0.9893	0.9810
R2	0.9850	0.9850	0.9803
R1	0.9820	0.9820	0.9797	0.9835
PP	0.9777	0.9777	0.9777	0.9785
S1	0.9747	0.9747	0.9783	0.9762
S2	0.9704	0.9704	0.9777
S3	0.9631	0.9674	0.9770
S4	0.9558	0.9601	0.9750

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0153	0.9819
R3	1.0086	0.9989	0.9774
R2	0.9922	0.9922	0.9759
R1	0.9825	0.9825	0.9744	0.9792
PP	0.9758	0.9758	0.9758	0.9741
S1	0.9661	0.9661	0.9714	0.9628
S2	0.9594	0.9594	0.9699
S3	0.9430	0.9497	0.9684
S4	0.9266	0.9333	0.9639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9807	0.9709	0.0098	1.0%	0.0042	0.4%	83%	True	False	59,345
10	0.9891	0.9690	0.0201	2.1%	0.0057	0.6%	50%	False	False	71,029
20	0.9902	0.9690	0.0212	2.2%	0.0054	0.5%	47%	False	False	67,003
40	0.9902	0.9646	0.0256	2.6%	0.0054	0.5%	56%	False	False	54,473
60	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	37%	False	False	36,508
80	1.0151	0.9646	0.0505	5.2%	0.0050	0.5%	29%	False	False	27,473
100	1.0151	0.9646	0.0505	5.2%	0.0044	0.5%	29%	False	False	21,992
120	1.0151	0.9646	0.0505	5.2%	0.0041	0.4%	29%	False	False	18,335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0117
2.618	0.9998
1.618	0.9925
1.000	0.9880
0.618	0.9852
HIGH	0.9807
0.618	0.9779
0.500	0.9771
0.382	0.9762
LOW	0.9734
0.618	0.9689
1.000	0.9661
1.618	0.9616
2.618	0.9543
4.250	0.9424

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	0.9784	0.9780
PP	0.9777	0.9769
S1	0.9771	0.9759

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols