CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 0.9712 0.9745 0.0033 0.3% 0.9707
High 0.9726 0.9752 0.0026 0.3% 0.9747
Low 0.9712 0.9725 0.0013 0.1% 0.9675
Close 0.9722 0.9732 0.0010 0.1% 0.9722
Range 0.0014 0.0027 0.0013 92.9% 0.0072
ATR 0.0039 0.0038 -0.0001 -1.7% 0.0000
Volume 18 36 18 100.0% 442
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9817 0.9802 0.9747
R3 0.9790 0.9775 0.9739
R2 0.9763 0.9763 0.9737
R1 0.9748 0.9748 0.9734 0.9742
PP 0.9736 0.9736 0.9736 0.9734
S1 0.9721 0.9721 0.9730 0.9715
S2 0.9709 0.9709 0.9727
S3 0.9682 0.9694 0.9725
S4 0.9655 0.9667 0.9717
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9931 0.9898 0.9762
R3 0.9859 0.9826 0.9742
R2 0.9787 0.9787 0.9735
R1 0.9754 0.9754 0.9729 0.9771
PP 0.9715 0.9715 0.9715 0.9723
S1 0.9682 0.9682 0.9715 0.9699
S2 0.9643 0.9643 0.9709
S3 0.9571 0.9610 0.9702
S4 0.9499 0.9538 0.9682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9752 0.9675 0.0077 0.8% 0.0033 0.3% 74% True False 26
10 0.9772 0.9655 0.0117 1.2% 0.0034 0.3% 66% False False 66
20 0.9772 0.9627 0.0145 1.5% 0.0034 0.3% 72% False False 66
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9867
2.618 0.9823
1.618 0.9796
1.000 0.9779
0.618 0.9769
HIGH 0.9752
0.618 0.9742
0.500 0.9739
0.382 0.9735
LOW 0.9725
0.618 0.9708
1.000 0.9698
1.618 0.9681
2.618 0.9654
4.250 0.9610
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 0.9739 0.9730
PP 0.9736 0.9728
S1 0.9734 0.9727

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

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