CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 0.9681 0.9688 0.0007 0.1% 0.9655
High 0.9689 0.9688 -0.0001 0.0% 0.9707
Low 0.9681 0.9655 -0.0026 -0.3% 0.9631
Close 0.9685 0.9674 -0.0011 -0.1% 0.9660
Range 0.0008 0.0033 0.0025 312.5% 0.0076
ATR 0.0037 0.0037 0.0000 -0.8% 0.0000
Volume 33 42 9 27.3% 431
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9771 0.9756 0.9692
R3 0.9738 0.9723 0.9683
R2 0.9705 0.9705 0.9680
R1 0.9690 0.9690 0.9677 0.9681
PP 0.9672 0.9672 0.9672 0.9668
S1 0.9657 0.9657 0.9671 0.9648
S2 0.9639 0.9639 0.9668
S3 0.9606 0.9624 0.9665
S4 0.9573 0.9591 0.9656
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 0.9649 0.0058 0.6% 0.0022 0.2% 43% False False 54
10 0.9707 0.9627 0.0080 0.8% 0.0030 0.3% 59% False False 64
20 0.9932 0.9627 0.0305 3.2% 0.0032 0.3% 15% False False 50
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9828
2.618 0.9774
1.618 0.9741
1.000 0.9721
0.618 0.9708
HIGH 0.9688
0.618 0.9675
0.500 0.9672
0.382 0.9668
LOW 0.9655
0.618 0.9635
1.000 0.9622
1.618 0.9602
2.618 0.9569
4.250 0.9515
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 0.9673 0.9673
PP 0.9672 0.9673
S1 0.9672 0.9672

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

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