CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 10-Apr-2013

Day Change Summary
	Previous	Current
	09-Apr-2013	10-Apr-2013	Change	Change %	Previous Week
Open	0.9819	0.9821	0.0002	0.0%	0.9818
High	0.9853	0.9847	-0.0006	-0.1%	0.9883
Low	0.9811	0.9820	0.0009	0.1%	0.9754
Close	0.9835	0.9839	0.0004	0.0%	0.9811
Range	0.0042	0.0027	-0.0015	-35.7%	0.0129
ATR	0.0052	0.0051	-0.0002	-3.5%	0.0000
Volume	52,923	52,734	-189	-0.4%	339,266

Daily Pivots for day following 10-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9905	0.9854
R3	0.9889	0.9878	0.9846
R2	0.9862	0.9862	0.9844
R1	0.9851	0.9851	0.9841	0.9857
PP	0.9835	0.9835	0.9835	0.9838
S1	0.9824	0.9824	0.9837	0.9830
S2	0.9808	0.9808	0.9834
S3	0.9781	0.9797	0.9832
S4	0.9754	0.9770	0.9824

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%	0.0061	0.6%	66%	False	False	69,122
10	0.9883	0.9754	0.0129	1.3%	0.0048	0.5%	66%	False	False	63,726
20	0.9883	0.9691	0.0192	2.0%	0.0050	0.5%	77%	False	False	64,167
40	0.9972	0.9646	0.0326	3.3%	0.0052	0.5%	59%	False	False	35,338
60	1.0133	0.9646	0.0487	4.9%	0.0050	0.5%	40%	False	False	23,714
80	1.0151	0.9646	0.0505	5.1%	0.0045	0.5%	38%	False	False	17,803
100	1.0151	0.9646	0.0505	5.1%	0.0040	0.4%	38%	False	False	14,254
120	1.0169	0.9646	0.0523	5.3%	0.0038	0.4%	37%	False	False	11,885

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9962
2.618	0.9918
1.618	0.9891
1.000	0.9874
0.618	0.9864
HIGH	0.9847
0.618	0.9837
0.500	0.9834
0.382	0.9830
LOW	0.9820
0.618	0.9803
1.000	0.9793
1.618	0.9776
2.618	0.9749
4.250	0.9705

Fisher Pivots for day following 10-Apr-2013
Pivot	1 day	3 day
R1	0.9837	0.9831
PP	0.9835	0.9822
S1	0.9834	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