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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 0.9923 0.9883 -0.0040 -0.4% 0.9912
High 0.9929 0.9910 -0.0019 -0.2% 0.9977
Low 0.9842 0.9860 0.0018 0.2% 0.9842
Close 0.9880 0.9886 0.0006 0.1% 0.9880
Range 0.0087 0.0050 -0.0037 -42.5% 0.0135
ATR 0.0056 0.0055 0.0000 -0.7% 0.0000
Volume 100,641 62,919 -37,722 -37.5% 333,032
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 1.0035 1.0011 0.9914
R3 0.9985 0.9961 0.9900
R2 0.9935 0.9935 0.9895
R1 0.9911 0.9911 0.9891 0.9923
PP 0.9885 0.9885 0.9885 0.9892
S1 0.9861 0.9861 0.9881 0.9873
S2 0.9835 0.9835 0.9877
S3 0.9785 0.9811 0.9872
S4 0.9735 0.9761 0.9859
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0305 1.0227 0.9954
R3 1.0170 1.0092 0.9917
R2 1.0035 1.0035 0.9905
R1 0.9957 0.9957 0.9892 0.9929
PP 0.9900 0.9900 0.9900 0.9885
S1 0.9822 0.9822 0.9868 0.9794
S2 0.9765 0.9765 0.9855
S3 0.9630 0.9687 0.9843
S4 0.9495 0.9552 0.9806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9977 0.9842 0.0135 1.4% 0.0060 0.6% 33% False False 70,727
10 0.9977 0.9842 0.0135 1.4% 0.0055 0.6% 33% False False 67,643
20 0.9977 0.9690 0.0287 2.9% 0.0053 0.5% 68% False False 67,456
40 0.9977 0.9690 0.0287 2.9% 0.0054 0.5% 68% False False 66,469
60 0.9977 0.9646 0.0331 3.3% 0.0055 0.6% 73% False False 49,966
80 1.0123 0.9646 0.0477 4.8% 0.0053 0.5% 50% False False 37,599
100 1.0151 0.9646 0.0505 5.1% 0.0049 0.5% 48% False False 30,094
120 1.0151 0.9646 0.0505 5.1% 0.0044 0.4% 48% False False 25,087
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0123
2.618 1.0041
1.618 0.9991
1.000 0.9960
0.618 0.9941
HIGH 0.9910
0.618 0.9891
0.500 0.9885
0.382 0.9879
LOW 0.9860
0.618 0.9829
1.000 0.9810
1.618 0.9779
2.618 0.9729
4.250 0.9648
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 0.9886 0.9910
PP 0.9885 0.9902
S1 0.9885 0.9894

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

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