CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 0.9833 0.9816 -0.0017 -0.2% 0.9786
High 0.9852 0.9825 -0.0027 -0.3% 0.9868
Low 0.9799 0.9792 -0.0007 -0.1% 0.9753
Close 0.9804 0.9794 -0.0010 -0.1% 0.9832
Range 0.0053 0.0033 -0.0020 -37.7% 0.0115
ATR 0.0075 0.0072 -0.0003 -4.0% 0.0000
Volume 4,837 385 -4,452 -92.0% 366,142
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9903 0.9881 0.9812
R3 0.9870 0.9848 0.9803
R2 0.9837 0.9837 0.9800
R1 0.9815 0.9815 0.9797 0.9810
PP 0.9804 0.9804 0.9804 0.9801
S1 0.9782 0.9782 0.9791 0.9777
S2 0.9771 0.9771 0.9788
S3 0.9738 0.9749 0.9785
S4 0.9705 0.9716 0.9776
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0163 1.0112 0.9895
R3 1.0048 0.9997 0.9864
R2 0.9933 0.9933 0.9853
R1 0.9882 0.9882 0.9843 0.9908
PP 0.9818 0.9818 0.9818 0.9830
S1 0.9767 0.9767 0.9821 0.9793
S2 0.9703 0.9703 0.9811
S3 0.9588 0.9652 0.9800
S4 0.9473 0.9537 0.9769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9868 0.9778 0.0090 0.9% 0.0055 0.6% 18% False False 38,535
10 0.9868 0.9631 0.0237 2.4% 0.0072 0.7% 69% False False 64,252
20 0.9868 0.9591 0.0277 2.8% 0.0080 0.8% 73% False False 76,255
40 0.9977 0.9591 0.0386 3.9% 0.0071 0.7% 53% False False 73,705
60 0.9977 0.9591 0.0386 3.9% 0.0066 0.7% 53% False False 71,762
80 0.9977 0.9591 0.0386 3.9% 0.0063 0.6% 53% False False 61,776
100 1.0035 0.9591 0.0444 4.5% 0.0060 0.6% 46% False False 49,544
120 1.0151 0.9591 0.0560 5.7% 0.0056 0.6% 36% False False 41,308
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9965
2.618 0.9911
1.618 0.9878
1.000 0.9858
0.618 0.9845
HIGH 0.9825
0.618 0.9812
0.500 0.9809
0.382 0.9805
LOW 0.9792
0.618 0.9772
1.000 0.9759
1.618 0.9739
2.618 0.9706
4.250 0.9652
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 0.9809 0.9830
PP 0.9804 0.9818
S1 0.9799 0.9806

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

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