CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 0.9707 0.9731 0.0024 0.2% 0.9680
High 0.9736 0.9731 -0.0005 -0.1% 0.9772
Low 0.9702 0.9675 -0.0027 -0.3% 0.9655
Close 0.9729 0.9677 -0.0052 -0.5% 0.9748
Range 0.0034 0.0056 0.0022 64.7% 0.0117
ATR 0.0040 0.0041 0.0001 2.9% 0.0000
Volume 348 11 -337 -96.8% 227
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9862 0.9826 0.9708
R3 0.9806 0.9770 0.9692
R2 0.9750 0.9750 0.9687
R1 0.9714 0.9714 0.9682 0.9704
PP 0.9694 0.9694 0.9694 0.9690
S1 0.9658 0.9658 0.9672 0.9648
S2 0.9638 0.9638 0.9667
S3 0.9582 0.9602 0.9662
S4 0.9526 0.9546 0.9646
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0076 1.0029 0.9812
R3 0.9959 0.9912 0.9780
R2 0.9842 0.9842 0.9769
R1 0.9795 0.9795 0.9759 0.9819
PP 0.9725 0.9725 0.9725 0.9737
S1 0.9678 0.9678 0.9737 0.9702
S2 0.9608 0.9608 0.9727
S3 0.9491 0.9561 0.9716
S4 0.9374 0.9444 0.9684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9772 0.9655 0.0117 1.2% 0.0044 0.5% 19% False False 103
10 0.9772 0.9631 0.0141 1.5% 0.0034 0.3% 33% False False 96
20 0.9805 0.9627 0.0178 1.8% 0.0037 0.4% 28% False False 67
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 0.0003
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9969
2.618 0.9878
1.618 0.9822
1.000 0.9787
0.618 0.9766
HIGH 0.9731
0.618 0.9710
0.500 0.9703
0.382 0.9696
LOW 0.9675
0.618 0.9640
1.000 0.9619
1.618 0.9584
2.618 0.9528
4.250 0.9437
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 0.9703 0.9724
PP 0.9694 0.9708
S1 0.9686 0.9693

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

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