CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 0.9493 0.9525 0.0032 0.3% 0.9809
High 0.9543 0.9574 0.0031 0.3% 0.9831
Low 0.9478 0.9500 0.0022 0.2% 0.9514
Close 0.9518 0.9523 0.0005 0.1% 0.9542
Range 0.0065 0.0074 0.0009 13.8% 0.0317
ATR 0.0079 0.0079 0.0000 -0.5% 0.0000
Volume 82,199 75,260 -6,939 -8.4% 383,865
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9754 0.9713 0.9564
R3 0.9680 0.9639 0.9543
R2 0.9606 0.9606 0.9537
R1 0.9565 0.9565 0.9530 0.9549
PP 0.9532 0.9532 0.9532 0.9524
S1 0.9491 0.9491 0.9516 0.9475
S2 0.9458 0.9458 0.9509
S3 0.9384 0.9417 0.9503
S4 0.9310 0.9343 0.9482
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0580 1.0378 0.9716
R3 1.0263 1.0061 0.9629
R2 0.9946 0.9946 0.9600
R1 0.9744 0.9744 0.9571 0.9687
PP 0.9629 0.9629 0.9629 0.9600
S1 0.9427 0.9427 0.9513 0.9370
S2 0.9312 0.9312 0.9484
S3 0.8995 0.9110 0.9455
S4 0.8678 0.8793 0.9368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9629 0.9453 0.0176 1.8% 0.0085 0.9% 40% False False 95,073
10 0.9846 0.9453 0.0393 4.1% 0.0080 0.8% 18% False False 80,809
20 0.9846 0.9453 0.0393 4.1% 0.0082 0.9% 18% False False 49,534
40 0.9955 0.9453 0.0502 5.3% 0.0075 0.8% 14% False False 25,200
60 0.9955 0.9453 0.0502 5.3% 0.0066 0.7% 14% False False 16,861
80 0.9955 0.9453 0.0502 5.3% 0.0059 0.6% 14% False False 12,675
100 1.0000 0.9453 0.0547 5.7% 0.0054 0.6% 13% False False 10,163
120 1.0113 0.9453 0.0660 6.9% 0.0050 0.5% 11% False False 8,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9889
2.618 0.9768
1.618 0.9694
1.000 0.9648
0.618 0.9620
HIGH 0.9574
0.618 0.9546
0.500 0.9537
0.382 0.9528
LOW 0.9500
0.618 0.9454
1.000 0.9426
1.618 0.9380
2.618 0.9306
4.250 0.9186
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 0.9537 0.9521
PP 0.9532 0.9519
S1 0.9528 0.9518

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

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