CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	0.9650	0.9646	-0.0004	0.0%	0.9664
High	0.9658	0.9779	0.0121	1.3%	0.9688
Low	0.9611	0.9623	0.0012	0.1%	0.9573
Close	0.9639	0.9719	0.0080	0.8%	0.9621
Range	0.0047	0.0156	0.0109	231.9%	0.0115
ATR	0.0071	0.0077	0.0006	8.5%	0.0000
Volume	2,409	9,738	7,329	304.2%	6,935

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0175	1.0103	0.9805
R3	1.0019	0.9947	0.9762
R2	0.9863	0.9863	0.9748
R1	0.9791	0.9791	0.9733	0.9827
PP	0.9707	0.9707	0.9707	0.9725
S1	0.9635	0.9635	0.9705	0.9671
S2	0.9551	0.9551	0.9690
S3	0.9395	0.9479	0.9676
S4	0.9239	0.9323	0.9633

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9972	0.9912	0.9684
R3	0.9857	0.9797	0.9653
R2	0.9742	0.9742	0.9642
R1	0.9682	0.9682	0.9632	0.9655
PP	0.9627	0.9627	0.9627	0.9614
S1	0.9567	0.9567	0.9610	0.9540
S2	0.9512	0.9512	0.9600
S3	0.9397	0.9452	0.9589
S4	0.9282	0.9337	0.9558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9779	0.9610	0.0169	1.7%	0.0093	1.0%	64%	True	False	4,237
10	0.9779	0.9573	0.0206	2.1%	0.0085	0.9%	71%	True	False	2,961
20	0.9955	0.9573	0.0382	3.9%	0.0082	0.8%	38%	False	False	1,890
40	0.9955	0.9573	0.0382	3.9%	0.0064	0.7%	38%	False	False	1,036
60	0.9955	0.9573	0.0382	3.9%	0.0056	0.6%	38%	False	False	732
80	0.9955	0.9573	0.0382	3.9%	0.0051	0.5%	38%	False	False	583
100	1.0109	0.9573	0.0536	5.5%	0.0048	0.5%	27%	False	False	488
120	1.0113	0.9573	0.0540	5.6%	0.0043	0.4%	27%	False	False	408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 154 trading days

Fibonacci Retracements and Extensions
4.250	1.0442
2.618	1.0187
1.618	1.0031
1.000	0.9935
0.618	0.9875
HIGH	0.9779
0.618	0.9719
0.500	0.9701
0.382	0.9683
LOW	0.9623
0.618	0.9527
1.000	0.9467
1.618	0.9371
2.618	0.9215
4.250	0.8960

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	0.9713	0.9711
PP	0.9707	0.9703
S1	0.9701	0.9695

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols