CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 18-Apr-2013

Day Change Summary
	Previous	Current
	17-Apr-2013	18-Apr-2013	Change	Change %	Previous Week
Open	0.9780	0.9729	-0.0051	-0.5%	0.9817
High	0.9780	0.9762	-0.0018	-0.2%	0.9902
Low	0.9690	0.9717	0.0027	0.3%	0.9774
Close	0.9722	0.9724	0.0002	0.0%	0.9849
Range	0.0090	0.0045	-0.0045	-50.0%	0.0128
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	100,018	60,620	-39,398	-39.4%	285,189

Daily Pivots for day following 18-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9842	0.9749
R3	0.9824	0.9797	0.9736
R2	0.9779	0.9779	0.9732
R1	0.9752	0.9752	0.9728	0.9743
PP	0.9734	0.9734	0.9734	0.9730
S1	0.9707	0.9707	0.9720	0.9698
S2	0.9689	0.9689	0.9716
S3	0.9644	0.9662	0.9712
S4	0.9599	0.9617	0.9699

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0165	0.9919
R3	1.0098	1.0037	0.9884
R2	0.9970	0.9970	0.9872
R1	0.9909	0.9909	0.9861	0.9940
PP	0.9842	0.9842	0.9842	0.9857
S1	0.9781	0.9781	0.9837	0.9812
S2	0.9714	0.9714	0.9826
S3	0.9586	0.9653	0.9814
S4	0.9458	0.9525	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9891	0.9690	0.0201	2.1%	0.0072	0.7%	17%	False	False	82,713
10	0.9902	0.9690	0.0212	2.2%	0.0067	0.7%	16%	False	False	73,792
20	0.9902	0.9690	0.0212	2.2%	0.0056	0.6%	16%	False	False	67,827
40	0.9902	0.9646	0.0256	2.6%	0.0055	0.6%	30%	False	False	47,209
60	1.0060	0.9646	0.0414	4.3%	0.0054	0.6%	19%	False	False	31,667
80	1.0151	0.9646	0.0505	5.2%	0.0049	0.5%	15%	False	False	23,769
100	1.0151	0.9646	0.0505	5.2%	0.0044	0.4%	15%	False	False	19,027
120	1.0151	0.9646	0.0505	5.2%	0.0039	0.4%	15%	False	False	15,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9953
2.618	0.9880
1.618	0.9835
1.000	0.9807
0.618	0.9790
HIGH	0.9762
0.618	0.9745
0.500	0.9740
0.382	0.9734
LOW	0.9717
0.618	0.9689
1.000	0.9672
1.618	0.9644
2.618	0.9599
4.250	0.9526

Fisher Pivots for day following 18-Apr-2013
Pivot	1 day	3 day
R1	0.9740	0.9738
PP	0.9734	0.9733
S1	0.9729	0.9729

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