CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 0.9885 0.9912 0.0027 0.3% 0.9820
High 0.9915 0.9927 0.0012 0.1% 0.9938
Low 0.9860 0.9895 0.0035 0.4% 0.9820
Close 0.9911 0.9923 0.0012 0.1% 0.9911
Range 0.0055 0.0032 -0.0023 -41.8% 0.0118
ATR 0.0054 0.0053 -0.0002 -2.9% 0.0000
Volume 64,899 42,315 -22,584 -34.8% 347,780
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 1.0011 0.9999 0.9941
R3 0.9979 0.9967 0.9932
R2 0.9947 0.9947 0.9929
R1 0.9935 0.9935 0.9926 0.9941
PP 0.9915 0.9915 0.9915 0.9918
S1 0.9903 0.9903 0.9920 0.9909
S2 0.9883 0.9883 0.9917
S3 0.9851 0.9871 0.9914
S4 0.9819 0.9839 0.9905
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0244 1.0195 0.9976
R3 1.0126 1.0077 0.9943
R2 1.0008 1.0008 0.9933
R1 0.9959 0.9959 0.9922 0.9984
PP 0.9890 0.9890 0.9890 0.9902
S1 0.9841 0.9841 0.9900 0.9866
S2 0.9772 0.9772 0.9889
S3 0.9654 0.9723 0.9879
S4 0.9536 0.9605 0.9846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9938 0.9860 0.0078 0.8% 0.0051 0.5% 81% False False 64,559
10 0.9938 0.9711 0.0227 2.3% 0.0051 0.5% 93% False False 64,645
20 0.9938 0.9690 0.0248 2.5% 0.0054 0.5% 94% False False 66,862
40 0.9938 0.9690 0.0248 2.5% 0.0052 0.5% 94% False False 64,325
60 0.9998 0.9646 0.0352 3.5% 0.0054 0.5% 79% False False 44,099
80 1.0151 0.9646 0.0505 5.1% 0.0051 0.5% 55% False False 33,182
100 1.0151 0.9646 0.0505 5.1% 0.0046 0.5% 55% False False 26,560
120 1.0151 0.9646 0.0505 5.1% 0.0042 0.4% 55% False False 22,143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0063
2.618 1.0011
1.618 0.9979
1.000 0.9959
0.618 0.9947
HIGH 0.9927
0.618 0.9915
0.500 0.9911
0.382 0.9907
LOW 0.9895
0.618 0.9875
1.000 0.9863
1.618 0.9843
2.618 0.9811
4.250 0.9759
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 0.9919 0.9914
PP 0.9915 0.9905
S1 0.9911 0.9896

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

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