CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 0.9917 0.9910 -0.0007 -0.1% 0.9735
High 0.9938 0.9931 -0.0007 -0.1% 0.9833
Low 0.9890 0.9881 -0.0009 -0.1% 0.9709
Close 0.9925 0.9914 -0.0011 -0.1% 0.9822
Range 0.0048 0.0050 0.0002 4.2% 0.0124
ATR 0.0055 0.0054 0.0000 -0.6% 0.0000
Volume 63,617 69,608 5,991 9.4% 311,341
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 1.0059 1.0036 0.9942
R3 1.0009 0.9986 0.9928
R2 0.9959 0.9959 0.9923
R1 0.9936 0.9936 0.9919 0.9948
PP 0.9909 0.9909 0.9909 0.9914
S1 0.9886 0.9886 0.9909 0.9898
S2 0.9859 0.9859 0.9905
S3 0.9809 0.9836 0.9900
S4 0.9759 0.9786 0.9887
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 0.9938 0.9778 0.0160 1.6% 0.0057 0.6% 85% False False 70,006
10 0.9938 0.9709 0.0229 2.3% 0.0050 0.5% 90% False False 64,676
20 0.9938 0.9690 0.0248 2.5% 0.0058 0.6% 90% False False 69,234
40 0.9938 0.9659 0.0279 2.8% 0.0053 0.5% 91% False False 62,673
60 1.0035 0.9646 0.0389 3.9% 0.0054 0.5% 69% False False 42,320
80 1.0151 0.9646 0.0505 5.1% 0.0051 0.5% 53% False False 31,842
100 1.0151 0.9646 0.0505 5.1% 0.0046 0.5% 53% False False 25,491
120 1.0151 0.9646 0.0505 5.1% 0.0042 0.4% 53% False False 21,251
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 1.0062
1.618 1.0012
1.000 0.9981
0.618 0.9962
HIGH 0.9931
0.618 0.9912
0.500 0.9906
0.382 0.9900
LOW 0.9881
0.618 0.9850
1.000 0.9831
1.618 0.9800
2.618 0.9750
4.250 0.9669
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 0.9911 0.9910
PP 0.9909 0.9906
S1 0.9906 0.9903

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

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