CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1.0075 1.0095 0.0020 0.2% 1.0008
High 1.0110 1.0108 -0.0002 0.0% 1.0122
Low 1.0043 1.0095 0.0052 0.5% 1.0003
Close 1.0095 1.0102 0.0007 0.1% 1.0095
Range 0.0067 0.0013 -0.0054 -80.6% 0.0119
ATR 0.0040 0.0038 -0.0002 -4.8% 0.0000
Volume 28 105 77 275.0% 358
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0141 1.0134 1.0109
R3 1.0128 1.0121 1.0106
R2 1.0115 1.0115 1.0104
R1 1.0108 1.0108 1.0103 1.0112
PP 1.0102 1.0102 1.0102 1.0103
S1 1.0095 1.0095 1.0101 1.0099
S2 1.0089 1.0089 1.0100
S3 1.0076 1.0082 1.0098
S4 1.0063 1.0069 1.0095
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 1.0003 0.0119 1.2% 0.0038 0.4% 83% False False 92
10 1.0122 0.9995 0.0127 1.3% 0.0036 0.4% 84% False False 89
20 1.0131 0.9995 0.0136 1.3% 0.0028 0.3% 79% False False 86
40 1.0131 0.9900 0.0231 2.3% 0.0025 0.2% 87% False False 69
60 1.0169 0.9900 0.0269 2.7% 0.0025 0.2% 75% False False 57
80 1.0254 0.9900 0.0354 3.5% 0.0024 0.2% 57% False False 49
100 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 57% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 1.0142
1.618 1.0129
1.000 1.0121
0.618 1.0116
HIGH 1.0108
0.618 1.0103
0.500 1.0102
0.382 1.0100
LOW 1.0095
0.618 1.0087
1.000 1.0082
1.618 1.0074
2.618 1.0061
4.250 1.0040
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1.0102 1.0095
PP 1.0102 1.0087
S1 1.0102 1.0080

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

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