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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 0.9820 0.9818 -0.0002 0.0% 0.9749
High 0.9849 0.9825 -0.0024 -0.2% 0.9849
Low 0.9812 0.9802 -0.0010 -0.1% 0.9749
Close 0.9821 0.9820 -0.0001 0.0% 0.9821
Range 0.0037 0.0023 -0.0014 -37.8% 0.0100
ATR 0.0051 0.0049 -0.0002 -3.9% 0.0000
Volume 61,746 33,560 -28,186 -45.6% 268,387
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9885 0.9875 0.9833
R3 0.9862 0.9852 0.9826
R2 0.9839 0.9839 0.9824
R1 0.9829 0.9829 0.9822 0.9834
PP 0.9816 0.9816 0.9816 0.9818
S1 0.9806 0.9806 0.9818 0.9811
S2 0.9793 0.9793 0.9816
S3 0.9770 0.9783 0.9814
S4 0.9747 0.9760 0.9807
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0106 1.0064 0.9876
R3 1.0006 0.9964 0.9849
R2 0.9906 0.9906 0.9839
R1 0.9864 0.9864 0.9830 0.9885
PP 0.9806 0.9806 0.9806 0.9817
S1 0.9764 0.9764 0.9812 0.9785
S2 0.9706 0.9706 0.9803
S3 0.9606 0.9664 0.9794
S4 0.9506 0.9564 0.9766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9849 0.9749 0.0100 1.0% 0.0043 0.4% 71% False False 60,389
10 0.9849 0.9704 0.0145 1.5% 0.0047 0.5% 80% False False 60,314
20 0.9849 0.9650 0.0199 2.0% 0.0048 0.5% 85% False False 46,450
40 1.0035 0.9646 0.0389 4.0% 0.0051 0.5% 45% False False 23,635
60 1.0151 0.9646 0.0505 5.1% 0.0048 0.5% 34% False False 15,880
80 1.0151 0.9646 0.0505 5.1% 0.0042 0.4% 34% False False 11,930
100 1.0151 0.9646 0.0505 5.1% 0.0038 0.4% 34% False False 9,554
120 1.0186 0.9646 0.0540 5.5% 0.0036 0.4% 32% False False 7,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9923
2.618 0.9885
1.618 0.9862
1.000 0.9848
0.618 0.9839
HIGH 0.9825
0.618 0.9816
0.500 0.9814
0.382 0.9811
LOW 0.9802
0.618 0.9788
1.000 0.9779
1.618 0.9765
2.618 0.9742
4.250 0.9704
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 0.9818 0.9820
PP 0.9816 0.9820
S1 0.9814 0.9820

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

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