CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 1.0101 1.0117 0.0016 0.2% 1.0042
High 1.0122 1.0117 -0.0005 0.0% 1.0055
Low 1.0092 1.0089 -0.0003 0.0% 0.9995
Close 1.0104 1.0091 -0.0013 -0.1% 0.9999
Range 0.0030 0.0028 -0.0002 -6.7% 0.0060
ATR 0.0038 0.0038 -0.0001 -1.9% 0.0000
Volume 102 57 -45 -44.1% 368
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0183 1.0165 1.0106
R3 1.0155 1.0137 1.0099
R2 1.0127 1.0127 1.0096
R1 1.0109 1.0109 1.0094 1.0104
PP 1.0099 1.0099 1.0099 1.0097
S1 1.0081 1.0081 1.0088 1.0076
S2 1.0071 1.0071 1.0086
S3 1.0043 1.0053 1.0083
S4 1.0015 1.0025 1.0076
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0196 1.0158 1.0032
R3 1.0136 1.0098 1.0016
R2 1.0076 1.0076 1.0010
R1 1.0038 1.0038 1.0005 1.0027
PP 1.0016 1.0016 1.0016 1.0011
S1 0.9978 0.9978 0.9994 0.9967
S2 0.9956 0.9956 0.9988
S3 0.9896 0.9918 0.9983
S4 0.9836 0.9858 0.9966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 0.9995 0.0127 1.3% 0.0035 0.3% 76% False False 87
10 1.0122 0.9995 0.0127 1.3% 0.0032 0.3% 76% False False 96
20 1.0131 0.9995 0.0136 1.3% 0.0026 0.3% 71% False False 82
40 1.0131 0.9900 0.0231 2.3% 0.0025 0.2% 83% False False 66
60 1.0169 0.9900 0.0269 2.7% 0.0024 0.2% 71% False False 55
80 1.0254 0.9900 0.0354 3.5% 0.0024 0.2% 54% False False 47
100 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 54% False False 42
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0236
2.618 1.0190
1.618 1.0162
1.000 1.0145
0.618 1.0134
HIGH 1.0117
0.618 1.0106
0.500 1.0103
0.382 1.0100
LOW 1.0089
0.618 1.0072
1.000 1.0061
1.618 1.0044
2.618 1.0016
4.250 0.9970
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 1.0103 1.0082
PP 1.0099 1.0072
S1 1.0095 1.0063

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

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