CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 0.9820 0.9875 0.0055 0.6% 0.9735
High 0.9883 0.9936 0.0053 0.5% 0.9833
Low 0.9820 0.9867 0.0047 0.5% 0.9709
Close 0.9882 0.9914 0.0032 0.3% 0.9822
Range 0.0063 0.0069 0.0006 9.5% 0.0124
ATR 0.0054 0.0055 0.0001 2.0% 0.0000
Volume 67,299 82,357 15,058 22.4% 311,341
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0113 1.0082 0.9952
R3 1.0044 1.0013 0.9933
R2 0.9975 0.9975 0.9927
R1 0.9944 0.9944 0.9920 0.9960
PP 0.9906 0.9906 0.9906 0.9913
S1 0.9875 0.9875 0.9908 0.9891
S2 0.9837 0.9837 0.9901
S3 0.9768 0.9806 0.9895
S4 0.9699 0.9737 0.9876
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0160 1.0115 0.9890
R3 1.0036 0.9991 0.9856
R2 0.9912 0.9912 0.9845
R1 0.9867 0.9867 0.9833 0.9890
PP 0.9788 0.9788 0.9788 0.9799
S1 0.9743 0.9743 0.9811 0.9766
S2 0.9664 0.9664 0.9799
S3 0.9540 0.9619 0.9788
S4 0.9416 0.9495 0.9754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9936 0.9716 0.0220 2.2% 0.0058 0.6% 90% True False 68,525
10 0.9936 0.9690 0.0246 2.5% 0.0053 0.5% 91% True False 67,417
20 0.9936 0.9690 0.0246 2.5% 0.0058 0.6% 91% True False 70,055
40 0.9936 0.9650 0.0286 2.9% 0.0053 0.5% 92% True False 59,603
60 1.0035 0.9646 0.0389 3.9% 0.0053 0.5% 69% False False 40,113
80 1.0151 0.9646 0.0505 5.1% 0.0051 0.5% 53% False False 30,179
100 1.0151 0.9646 0.0505 5.1% 0.0046 0.5% 53% False False 24,159
120 1.0151 0.9646 0.0505 5.1% 0.0042 0.4% 53% False False 20,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0117
1.618 1.0048
1.000 1.0005
0.618 0.9979
HIGH 0.9936
0.618 0.9910
0.500 0.9902
0.382 0.9893
LOW 0.9867
0.618 0.9824
1.000 0.9798
1.618 0.9755
2.618 0.9686
4.250 0.9574
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 0.9910 0.9895
PP 0.9906 0.9876
S1 0.9902 0.9857

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

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