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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9656 0.9704 0.0048 0.5% 0.9691
High 0.9708 0.9709 0.0001 0.0% 0.9709
Low 0.9622 0.9628 0.0006 0.1% 0.9591
Close 0.9705 0.9642 -0.0063 -0.6% 0.9642
Range 0.0086 0.0081 -0.0005 -5.8% 0.0118
ATR 0.0074 0.0075 0.0000 0.6% 0.0000
Volume 76,393 95,758 19,365 25.3% 344,478
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9903 0.9853 0.9687
R3 0.9822 0.9772 0.9664
R2 0.9741 0.9741 0.9657
R1 0.9691 0.9691 0.9649 0.9676
PP 0.9660 0.9660 0.9660 0.9652
S1 0.9610 0.9610 0.9635 0.9595
S2 0.9579 0.9579 0.9627
S3 0.9498 0.9529 0.9620
S4 0.9417 0.9448 0.9597
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0001 0.9940 0.9707
R3 0.9883 0.9822 0.9674
R2 0.9765 0.9765 0.9664
R1 0.9704 0.9704 0.9653 0.9676
PP 0.9647 0.9647 0.9647 0.9633
S1 0.9586 0.9586 0.9631 0.9558
S2 0.9529 0.9529 0.9620
S3 0.9411 0.9468 0.9610
S4 0.9293 0.9350 0.9577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9709 0.9591 0.0118 1.2% 0.0077 0.8% 43% True False 82,103
10 0.9827 0.9591 0.0236 2.4% 0.0093 1.0% 22% False False 91,705
20 0.9977 0.9591 0.0386 4.0% 0.0076 0.8% 13% False False 80,618
40 0.9977 0.9591 0.0386 4.0% 0.0067 0.7% 13% False False 74,926
60 0.9977 0.9591 0.0386 4.0% 0.0061 0.6% 13% False False 68,655
80 1.0035 0.9591 0.0444 4.6% 0.0059 0.6% 11% False False 51,894
100 1.0151 0.9591 0.0560 5.8% 0.0056 0.6% 9% False False 41,598
120 1.0151 0.9591 0.0560 5.8% 0.0051 0.5% 9% False False 34,679
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0053
2.618 0.9921
1.618 0.9840
1.000 0.9790
0.618 0.9759
HIGH 0.9709
0.618 0.9678
0.500 0.9669
0.382 0.9659
LOW 0.9628
0.618 0.9578
1.000 0.9547
1.618 0.9497
2.618 0.9416
4.250 0.9284
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9669 0.9650
PP 0.9660 0.9647
S1 0.9651 0.9645

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

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