CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 0.9821 0.9843 0.0022 0.2% 0.9818
High 0.9847 0.9902 0.0055 0.6% 0.9883
Low 0.9820 0.9830 0.0010 0.1% 0.9754
Close 0.9839 0.9879 0.0040 0.4% 0.9811
Range 0.0027 0.0072 0.0045 166.7% 0.0129
ATR 0.0051 0.0052 0.0002 3.0% 0.0000
Volume 52,734 64,047 11,313 21.5% 339,266
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0086 1.0055 0.9919
R3 1.0014 0.9983 0.9899
R2 0.9942 0.9942 0.9892
R1 0.9911 0.9911 0.9886 0.9927
PP 0.9870 0.9870 0.9870 0.9878
S1 0.9839 0.9839 0.9872 0.9855
S2 0.9798 0.9798 0.9866
S3 0.9726 0.9767 0.9859
S4 0.9654 0.9695 0.9839
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 0.9902 0.9754 0.0148 1.5% 0.0062 0.6% 84% True False 64,871
10 0.9902 0.9754 0.0148 1.5% 0.0051 0.5% 84% True False 62,977
20 0.9902 0.9703 0.0199 2.0% 0.0052 0.5% 88% True False 64,122
40 0.9972 0.9646 0.0326 3.3% 0.0052 0.5% 71% False False 36,927
60 1.0130 0.9646 0.0484 4.9% 0.0051 0.5% 48% False False 24,780
80 1.0151 0.9646 0.0505 5.1% 0.0045 0.5% 46% False False 18,603
100 1.0151 0.9646 0.0505 5.1% 0.0041 0.4% 46% False False 14,894
120 1.0151 0.9646 0.0505 5.1% 0.0038 0.4% 46% False False 12,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0208
2.618 1.0090
1.618 1.0018
1.000 0.9974
0.618 0.9946
HIGH 0.9902
0.618 0.9874
0.500 0.9866
0.382 0.9858
LOW 0.9830
0.618 0.9786
1.000 0.9758
1.618 0.9714
2.618 0.9642
4.250 0.9524
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 0.9875 0.9872
PP 0.9870 0.9864
S1 0.9866 0.9857

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

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