CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 0.9709 0.9759 0.0050 0.5% 0.9698
High 0.9771 0.9802 0.0031 0.3% 0.9802
Low 0.9703 0.9752 0.0049 0.5% 0.9691
Close 0.9760 0.9788 0.0028 0.3% 0.9788
Range 0.0068 0.0050 -0.0018 -26.5% 0.0111
ATR 0.0053 0.0053 0.0000 -0.4% 0.0000
Volume 60,021 84,818 24,797 41.3% 267,875
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9931 0.9909 0.9816
R3 0.9881 0.9859 0.9802
R2 0.9831 0.9831 0.9797
R1 0.9809 0.9809 0.9793 0.9820
PP 0.9781 0.9781 0.9781 0.9786
S1 0.9759 0.9759 0.9783 0.9770
S2 0.9731 0.9731 0.9779
S3 0.9681 0.9709 0.9774
S4 0.9631 0.9659 0.9761
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0093 1.0052 0.9849
R3 0.9982 0.9941 0.9819
R2 0.9871 0.9871 0.9808
R1 0.9830 0.9830 0.9798 0.9851
PP 0.9760 0.9760 0.9760 0.9771
S1 0.9719 0.9719 0.9778 0.9740
S2 0.9649 0.9649 0.9768
S3 0.9538 0.9608 0.9757
S4 0.9427 0.9497 0.9727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9802 0.9691 0.0111 1.1% 0.0047 0.5% 87% True False 53,575
10 0.9802 0.9650 0.0152 1.6% 0.0050 0.5% 91% True False 32,587
20 0.9960 0.9646 0.0314 3.2% 0.0057 0.6% 45% False False 16,961
40 1.0123 0.9646 0.0477 4.9% 0.0053 0.5% 30% False False 8,729
60 1.0151 0.9646 0.0505 5.2% 0.0045 0.5% 28% False False 5,844
80 1.0151 0.9646 0.0505 5.2% 0.0039 0.4% 28% False False 4,396
100 1.0151 0.9646 0.0505 5.2% 0.0036 0.4% 28% False False 3,526
120 1.0200 0.9646 0.0554 5.7% 0.0034 0.3% 26% False False 2,943
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0015
2.618 0.9933
1.618 0.9883
1.000 0.9852
0.618 0.9833
HIGH 0.9802
0.618 0.9783
0.500 0.9777
0.382 0.9771
LOW 0.9752
0.618 0.9721
1.000 0.9702
1.618 0.9671
2.618 0.9621
4.250 0.9540
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 0.9784 0.9774
PP 0.9781 0.9760
S1 0.9777 0.9747

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

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