CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 05-Apr-2013

Day Change Summary
	Previous	Current
	04-Apr-2013	05-Apr-2013	Change	Change %	Previous Week
Open	0.9840	0.9862	0.0022	0.2%	0.9818
High	0.9883	0.9867	-0.0016	-0.2%	0.9883
Low	0.9818	0.9754	-0.0064	-0.7%	0.9754
Close	0.9867	0.9811	-0.0056	-0.6%	0.9811
Range	0.0065	0.0113	0.0048	73.8%	0.0129
ATR	0.0048	0.0053	0.0005	9.5%	0.0000
Volume	85,301	95,600	10,299	12.1%	339,266

Daily Pivots for day following 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0150	1.0093	0.9873
R3	1.0037	0.9980	0.9842
R2	0.9924	0.9924	0.9832
R1	0.9867	0.9867	0.9821	0.9839
PP	0.9811	0.9811	0.9811	0.9797
S1	0.9754	0.9754	0.9801	0.9726
S2	0.9698	0.9698	0.9790
S3	0.9585	0.9641	0.9780
S4	0.9472	0.9528	0.9749

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0203	1.0136	0.9882
R3	1.0074	1.0007	0.9846
R2	0.9945	0.9945	0.9835
R1	0.9878	0.9878	0.9823	0.9847
PP	0.9816	0.9816	0.9816	0.9801
S1	0.9749	0.9749	0.9799	0.9718
S2	0.9687	0.9687	0.9787
S3	0.9558	0.9620	0.9776
S4	0.9429	0.9491	0.9740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9883	0.9754	0.0129	1.3%	0.0055	0.6%	44%	False	True	67,853
10	0.9883	0.9723	0.0160	1.6%	0.0051	0.5%	55%	False	False	65,461
20	0.9883	0.9674	0.0209	2.1%	0.0051	0.5%	66%	False	False	60,497
40	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	42%	False	False	31,248
60	1.0151	0.9646	0.0505	5.1%	0.0050	0.5%	33%	False	False	20,972
80	1.0151	0.9646	0.0505	5.1%	0.0044	0.4%	33%	False	False	15,750
100	1.0151	0.9646	0.0505	5.1%	0.0039	0.4%	33%	False	False	12,611
120	1.0169	0.9646	0.0523	5.3%	0.0037	0.4%	32%	False	False	10,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 174 trading days

Fibonacci Retracements and Extensions
4.250	1.0347
2.618	1.0163
1.618	1.0050
1.000	0.9980
0.618	0.9937
HIGH	0.9867
0.618	0.9824
0.500	0.9811
0.382	0.9797
LOW	0.9754
0.618	0.9684
1.000	0.9641
1.618	0.9571
2.618	0.9458
4.250	0.9274

Fisher Pivots for day following 05-Apr-2013
Pivot	1 day	3 day
R1	0.9811	0.9819
PP	0.9811	0.9816
S1	0.9811	0.9814

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols