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CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 1.0002 1.0000 -0.0002 0.0% 0.9898
High 1.0003 1.0020 0.0017 0.2% 1.0010
Low 0.9966 0.9978 0.0012 0.1% 0.9871
Close 1.0000 0.9990 -0.0010 -0.1% 1.0000
Range 0.0037 0.0042 0.0005 13.5% 0.0139
ATR 0.0046 0.0045 0.0000 -0.6% 0.0000
Volume 165 571 406 246.1% 3,985
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0122 1.0098 1.0013
R3 1.0080 1.0056 1.0002
R2 1.0038 1.0038 0.9998
R1 1.0014 1.0014 0.9994 1.0005
PP 0.9996 0.9996 0.9996 0.9992
S1 0.9972 0.9972 0.9986 0.9963
S2 0.9954 0.9954 0.9982
S3 0.9912 0.9930 0.9978
S4 0.9870 0.9888 0.9967
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0377 1.0328 1.0076
R3 1.0238 1.0189 1.0038
R2 1.0099 1.0099 1.0025
R1 1.0050 1.0050 1.0013 1.0075
PP 0.9960 0.9960 0.9960 0.9973
S1 0.9911 0.9911 0.9987 0.9936
S2 0.9821 0.9821 0.9975
S3 0.9682 0.9772 0.9962
S4 0.9543 0.9633 0.9924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0020 0.9909 0.0111 1.1% 0.0047 0.5% 73% True False 507
10 1.0060 0.9870 0.0190 1.9% 0.0052 0.5% 63% False False 752
20 1.0151 0.9870 0.0281 2.8% 0.0041 0.4% 43% False False 402
40 1.0151 0.9870 0.0281 2.8% 0.0034 0.3% 43% False False 242
60 1.0151 0.9870 0.0281 2.8% 0.0031 0.3% 43% False False 178
80 1.0169 0.9870 0.0299 3.0% 0.0029 0.3% 40% False False 142
100 1.0254 0.9870 0.0384 3.8% 0.0027 0.3% 31% False False 118
120 1.0254 0.9870 0.0384 3.8% 0.0025 0.3% 31% False False 102
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0199
2.618 1.0130
1.618 1.0088
1.000 1.0062
0.618 1.0046
HIGH 1.0020
0.618 1.0004
0.500 0.9999
0.382 0.9994
LOW 0.9978
0.618 0.9952
1.000 0.9936
1.618 0.9910
2.618 0.9868
4.250 0.9800
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 0.9999 0.9986
PP 0.9996 0.9983
S1 0.9993 0.9979

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

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