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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.0117 1.0075 -0.0042 -0.4% 1.0008
High 1.0117 1.0110 -0.0007 -0.1% 1.0122
Low 1.0089 1.0043 -0.0046 -0.5% 1.0003
Close 1.0091 1.0095 0.0004 0.0% 1.0095
Range 0.0028 0.0067 0.0039 139.3% 0.0119
ATR 0.0038 0.0040 0.0002 5.6% 0.0000
Volume 57 28 -29 -50.9% 358
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0284 1.0256 1.0132
R3 1.0217 1.0189 1.0113
R2 1.0150 1.0150 1.0107
R1 1.0122 1.0122 1.0101 1.0136
PP 1.0083 1.0083 1.0083 1.0090
S1 1.0055 1.0055 1.0089 1.0069
S2 1.0016 1.0016 1.0083
S3 0.9949 0.9988 1.0077
S4 0.9882 0.9921 1.0058
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0430 1.0382 1.0160
R3 1.0311 1.0263 1.0128
R2 1.0192 1.0192 1.0117
R1 1.0144 1.0144 1.0106 1.0168
PP 1.0073 1.0073 1.0073 1.0086
S1 1.0025 1.0025 1.0084 1.0049
S2 0.9954 0.9954 1.0073
S3 0.9835 0.9906 1.0062
S4 0.9716 0.9787 1.0030
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% 0.0039 0.4% 79% False False 84
10 1.0122 0.9995 0.0127 1.3% 0.0036 0.4% 79% False False 98
20 1.0131 0.9995 0.0136 1.3% 0.0028 0.3% 74% False False 82
40 1.0131 0.9900 0.0231 2.3% 0.0026 0.3% 84% False False 67
60 1.0169 0.9900 0.0269 2.7% 0.0025 0.2% 72% False False 55
80 1.0254 0.9900 0.0354 3.5% 0.0024 0.2% 55% False False 47
100 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 55% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.0395
2.618 1.0285
1.618 1.0218
1.000 1.0177
0.618 1.0151
HIGH 1.0110
0.618 1.0084
0.500 1.0077
0.382 1.0069
LOW 1.0043
0.618 1.0002
1.000 0.9976
1.618 0.9935
2.618 0.9868
4.250 0.9758
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.0089 1.0091
PP 1.0083 1.0087
S1 1.0077 1.0083

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

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