CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 0.9649 0.9658 0.0009 0.1% 0.9655
High 0.9661 0.9707 0.0046 0.5% 0.9707
Low 0.9649 0.9658 0.0009 0.1% 0.9631
Close 0.9661 0.9660 -0.0001 0.0% 0.9660
Range 0.0012 0.0049 0.0037 308.3% 0.0076
ATR 0.0040 0.0041 0.0001 1.6% 0.0000
Volume 16 142 126 787.5% 431
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9822 0.9790 0.9687
R3 0.9773 0.9741 0.9673
R2 0.9724 0.9724 0.9669
R1 0.9692 0.9692 0.9664 0.9708
PP 0.9675 0.9675 0.9675 0.9683
S1 0.9643 0.9643 0.9656 0.9659
S2 0.9626 0.9626 0.9651
S3 0.9577 0.9594 0.9647
S4 0.9528 0.9545 0.9633
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9894 0.9853 0.9702
R3 0.9818 0.9777 0.9681
R2 0.9742 0.9742 0.9674
R1 0.9701 0.9701 0.9667 0.9722
PP 0.9666 0.9666 0.9666 0.9676
S1 0.9625 0.9625 0.9653 0.9646
S2 0.9590 0.9590 0.9646
S3 0.9514 0.9549 0.9639
S4 0.9438 0.9473 0.9618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9707 0.9631 0.0076 0.8% 0.0029 0.3% 38% True False 86
10 0.9715 0.9627 0.0088 0.9% 0.0035 0.4% 38% False False 67
20 0.9932 0.9627 0.0305 3.2% 0.0035 0.4% 11% False False 47
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9835
1.618 0.9786
1.000 0.9756
0.618 0.9737
HIGH 0.9707
0.618 0.9688
0.500 0.9683
0.382 0.9677
LOW 0.9658
0.618 0.9628
1.000 0.9609
1.618 0.9579
2.618 0.9530
4.250 0.9450
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 0.9683 0.9669
PP 0.9675 0.9666
S1 0.9668 0.9663

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

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