CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 0.9688 0.9684 -0.0004 0.0% 0.9655
High 0.9688 0.9730 0.0042 0.4% 0.9707
Low 0.9655 0.9680 0.0025 0.3% 0.9631
Close 0.9674 0.9721 0.0047 0.5% 0.9660
Range 0.0033 0.0050 0.0017 51.5% 0.0076
ATR 0.0037 0.0038 0.0001 3.6% 0.0000
Volume 42 95 53 126.2% 431
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9860 0.9841 0.9749
R3 0.9810 0.9791 0.9735
R2 0.9760 0.9760 0.9730
R1 0.9741 0.9741 0.9726 0.9751
PP 0.9710 0.9710 0.9710 0.9715
S1 0.9691 0.9691 0.9716 0.9701
S2 0.9660 0.9660 0.9712
S3 0.9610 0.9641 0.9707
S4 0.9560 0.9591 0.9694
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 0.9730 0.9655 0.0075 0.8% 0.0030 0.3% 88% True False 69
10 0.9730 0.9627 0.0103 1.1% 0.0030 0.3% 91% True False 68
20 0.9932 0.9627 0.0305 3.1% 0.0034 0.4% 31% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9943
2.618 0.9861
1.618 0.9811
1.000 0.9780
0.618 0.9761
HIGH 0.9730
0.618 0.9711
0.500 0.9705
0.382 0.9699
LOW 0.9680
0.618 0.9649
1.000 0.9630
1.618 0.9599
2.618 0.9549
4.250 0.9468
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 0.9716 0.9712
PP 0.9710 0.9702
S1 0.9705 0.9693

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

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