CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 0.9666 0.9670 0.0004 0.0% 0.9692
High 0.9673 0.9670 -0.0003 0.0% 0.9715
Low 0.9660 0.9631 -0.0029 -0.3% 0.9627
Close 0.9670 0.9639 -0.0031 -0.3% 0.9664
Range 0.0013 0.0039 0.0026 200.0% 0.0088
ATR 0.0041 0.0041 0.0000 -0.4% 0.0000
Volume 30 216 186 620.0% 245
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9764 0.9740 0.9660
R3 0.9725 0.9701 0.9650
R2 0.9686 0.9686 0.9646
R1 0.9662 0.9662 0.9643 0.9655
PP 0.9647 0.9647 0.9647 0.9643
S1 0.9623 0.9623 0.9635 0.9616
S2 0.9608 0.9608 0.9632
S3 0.9569 0.9584 0.9628
S4 0.9530 0.9545 0.9618
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 0.9695 0.9627 0.0068 0.7% 0.0038 0.4% 18% False False 75
10 0.9770 0.9627 0.0143 1.5% 0.0039 0.4% 8% False False 56
20 0.9975 0.9627 0.0348 3.6% 0.0034 0.4% 3% False False 43
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9836
2.618 0.9772
1.618 0.9733
1.000 0.9709
0.618 0.9694
HIGH 0.9670
0.618 0.9655
0.500 0.9651
0.382 0.9646
LOW 0.9631
0.618 0.9607
1.000 0.9592
1.618 0.9568
2.618 0.9529
4.250 0.9465
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 0.9651 0.9654
PP 0.9647 0.9649
S1 0.9643 0.9644

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

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