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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 0.9810 0.9721 -0.0089 -0.9% 0.9883
High 0.9827 0.9782 -0.0045 -0.5% 0.9910
Low 0.9673 0.9706 0.0033 0.3% 0.9673
Close 0.9716 0.9772 0.0056 0.6% 0.9716
Range 0.0154 0.0076 -0.0078 -50.6% 0.0237
ATR 0.0065 0.0066 0.0001 1.2% 0.0000
Volume 112,512 76,064 -36,448 -32.4% 409,892
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 0.9981 0.9953 0.9814
R3 0.9905 0.9877 0.9793
R2 0.9829 0.9829 0.9786
R1 0.9801 0.9801 0.9779 0.9815
PP 0.9753 0.9753 0.9753 0.9761
S1 0.9725 0.9725 0.9765 0.9739
S2 0.9677 0.9677 0.9758
S3 0.9601 0.9649 0.9751
S4 0.9525 0.9573 0.9730
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0477 1.0334 0.9846
R3 1.0240 1.0097 0.9781
R2 1.0003 1.0003 0.9759
R1 0.9860 0.9860 0.9738 0.9813
PP 0.9766 0.9766 0.9766 0.9743
S1 0.9623 0.9623 0.9694 0.9576
S2 0.9529 0.9529 0.9673
S3 0.9292 0.9386 0.9651
S4 0.9055 0.9149 0.9586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9673 0.0230 2.4% 0.0088 0.9% 43% False False 84,607
10 0.9977 0.9673 0.0304 3.1% 0.0074 0.8% 33% False False 77,667
20 0.9977 0.9673 0.0304 3.1% 0.0062 0.6% 33% False False 71,156
40 0.9977 0.9673 0.0304 3.1% 0.0059 0.6% 33% False False 69,515
60 0.9977 0.9646 0.0331 3.4% 0.0057 0.6% 38% False False 56,950
80 1.0035 0.9646 0.0389 4.0% 0.0055 0.6% 32% False False 42,866
100 1.0151 0.9646 0.0505 5.2% 0.0052 0.5% 25% False False 34,319
120 1.0151 0.9646 0.0505 5.2% 0.0047 0.5% 25% False False 28,610
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 0.9981
1.618 0.9905
1.000 0.9858
0.618 0.9829
HIGH 0.9782
0.618 0.9753
0.500 0.9744
0.382 0.9735
LOW 0.9706
0.618 0.9659
1.000 0.9630
1.618 0.9583
2.618 0.9507
4.250 0.9383
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 0.9763 0.9768
PP 0.9753 0.9764
S1 0.9744 0.9760

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

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