CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.0133 1.0124 -0.0009 -0.1% 1.0095
High 1.0133 1.0130 -0.0003 0.0% 1.0151
Low 1.0109 1.0100 -0.0009 -0.1% 1.0087
Close 1.0130 1.0124 -0.0006 -0.1% 1.0129
Range 0.0024 0.0030 0.0006 25.0% 0.0064
ATR 0.0036 0.0035 0.0000 -1.1% 0.0000
Volume 46 23 -23 -50.0% 322
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0208 1.0196 1.0141
R3 1.0178 1.0166 1.0132
R2 1.0148 1.0148 1.0130
R1 1.0136 1.0136 1.0127 1.0139
PP 1.0118 1.0118 1.0118 1.0120
S1 1.0106 1.0106 1.0121 1.0109
S2 1.0088 1.0088 1.0119
S3 1.0058 1.0076 1.0116
S4 1.0028 1.0046 1.0108
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0314 1.0286 1.0164
R3 1.0250 1.0222 1.0147
R2 1.0186 1.0186 1.0141
R1 1.0158 1.0158 1.0135 1.0172
PP 1.0122 1.0122 1.0122 1.0130
S1 1.0094 1.0094 1.0123 1.0108
S2 1.0058 1.0058 1.0117
S3 0.9994 1.0030 1.0111
S4 0.9930 0.9966 1.0094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0151 1.0087 0.0064 0.6% 0.0031 0.3% 58% False False 55
10 1.0151 1.0043 0.0108 1.1% 0.0030 0.3% 75% False False 57
20 1.0151 0.9995 0.0156 1.5% 0.0030 0.3% 83% False False 73
40 1.0151 0.9900 0.0251 2.5% 0.0026 0.3% 89% False False 64
60 1.0151 0.9900 0.0251 2.5% 0.0026 0.3% 89% False False 58
80 1.0200 0.9900 0.0300 3.0% 0.0024 0.2% 75% False False 49
100 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 63% False False 45
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0258
2.618 1.0209
1.618 1.0179
1.000 1.0160
0.618 1.0149
HIGH 1.0130
0.618 1.0119
0.500 1.0115
0.382 1.0111
LOW 1.0100
0.618 1.0081
1.000 1.0070
1.618 1.0051
2.618 1.0021
4.250 0.9973
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.0121 1.0126
PP 1.0118 1.0125
S1 1.0115 1.0125

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

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