CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 0.9745 0.9750 0.0005 0.1% 0.9707
High 0.9752 0.9789 0.0037 0.4% 0.9747
Low 0.9725 0.9748 0.0023 0.2% 0.9675
Close 0.9732 0.9783 0.0051 0.5% 0.9722
Range 0.0027 0.0041 0.0014 51.9% 0.0072
ATR 0.0038 0.0040 0.0001 3.5% 0.0000
Volume 36 14 -22 -61.1% 442
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9896 0.9881 0.9806
R3 0.9855 0.9840 0.9794
R2 0.9814 0.9814 0.9791
R1 0.9799 0.9799 0.9787 0.9807
PP 0.9773 0.9773 0.9773 0.9777
S1 0.9758 0.9758 0.9779 0.9766
S2 0.9732 0.9732 0.9775
S3 0.9691 0.9717 0.9772
S4 0.9650 0.9676 0.9760
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 0.9789 0.9686 0.0103 1.1% 0.0030 0.3% 94% True False 26
10 0.9789 0.9655 0.0134 1.4% 0.0037 0.4% 96% True False 64
20 0.9789 0.9627 0.0162 1.7% 0.0034 0.3% 96% True False 64
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9963
2.618 0.9896
1.618 0.9855
1.000 0.9830
0.618 0.9814
HIGH 0.9789
0.618 0.9773
0.500 0.9769
0.382 0.9764
LOW 0.9748
0.618 0.9723
1.000 0.9707
1.618 0.9682
2.618 0.9641
4.250 0.9574
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 0.9778 0.9772
PP 0.9773 0.9761
S1 0.9769 0.9751

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

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