CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 0.9695 0.9627 -0.0068 -0.7% 0.9692
High 0.9695 0.9680 -0.0015 -0.2% 0.9715
Low 0.9643 0.9627 -0.0016 -0.2% 0.9627
Close 0.9649 0.9664 0.0015 0.2% 0.9664
Range 0.0052 0.0053 0.0001 1.9% 0.0088
ATR 0.0044 0.0045 0.0001 1.5% 0.0000
Volume 59 47 -12 -20.3% 245
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9816 0.9793 0.9693
R3 0.9763 0.9740 0.9679
R2 0.9710 0.9710 0.9674
R1 0.9687 0.9687 0.9669 0.9699
PP 0.9657 0.9657 0.9657 0.9663
S1 0.9634 0.9634 0.9659 0.9646
S2 0.9604 0.9604 0.9654
S3 0.9551 0.9581 0.9649
S4 0.9498 0.9528 0.9635
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9933 0.9886 0.9712
R3 0.9845 0.9798 0.9688
R2 0.9757 0.9757 0.9680
R1 0.9710 0.9710 0.9672 0.9690
PP 0.9669 0.9669 0.9669 0.9658
S1 0.9622 0.9622 0.9656 0.9602
S2 0.9581 0.9581 0.9648
S3 0.9493 0.9534 0.9640
S4 0.9405 0.9446 0.9616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9715 0.9627 0.0088 0.9% 0.0041 0.4% 42% False True 49
10 0.9910 0.9627 0.0283 2.9% 0.0043 0.4% 13% False True 37
20 0.9975 0.9627 0.0348 3.6% 0.0034 0.3% 11% False True 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9905
2.618 0.9819
1.618 0.9766
1.000 0.9733
0.618 0.9713
HIGH 0.9680
0.618 0.9660
0.500 0.9654
0.382 0.9647
LOW 0.9627
0.618 0.9594
1.000 0.9574
1.618 0.9541
2.618 0.9488
4.250 0.9402
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 0.9661 0.9671
PP 0.9657 0.9669
S1 0.9654 0.9666

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

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