CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 0.9670 0.9649 -0.0021 -0.2% 0.9692
High 0.9670 0.9661 -0.0009 -0.1% 0.9715
Low 0.9631 0.9649 0.0018 0.2% 0.9627
Close 0.9639 0.9661 0.0022 0.2% 0.9664
Range 0.0039 0.0012 -0.0027 -69.2% 0.0088
ATR 0.0041 0.0040 -0.0001 -3.3% 0.0000
Volume 216 16 -200 -92.6% 245
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9693 0.9689 0.9668
R3 0.9681 0.9677 0.9664
R2 0.9669 0.9669 0.9663
R1 0.9665 0.9665 0.9662 0.9667
PP 0.9657 0.9657 0.9657 0.9658
S1 0.9653 0.9653 0.9660 0.9655
S2 0.9645 0.9645 0.9659
S3 0.9633 0.9641 0.9658
S4 0.9621 0.9629 0.9654
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 0.9680 0.9627 0.0053 0.5% 0.0030 0.3% 64% False False 67
10 0.9770 0.9627 0.0143 1.5% 0.0038 0.4% 24% False False 56
20 0.9951 0.9627 0.0324 3.4% 0.0033 0.3% 10% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9712
2.618 0.9692
1.618 0.9680
1.000 0.9673
0.618 0.9668
HIGH 0.9661
0.618 0.9656
0.500 0.9655
0.382 0.9654
LOW 0.9649
0.618 0.9642
1.000 0.9637
1.618 0.9630
2.618 0.9618
4.250 0.9598
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 0.9659 0.9658
PP 0.9657 0.9655
S1 0.9655 0.9652

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

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