CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 0.9775 0.9788 0.0013 0.1% 0.9707
High 0.9785 0.9788 0.0003 0.0% 0.9747
Low 0.9765 0.9780 0.0015 0.2% 0.9675
Close 0.9784 0.9783 -0.0001 0.0% 0.9722
Range 0.0020 0.0008 -0.0012 -60.0% 0.0072
ATR 0.0038 0.0036 -0.0002 -5.7% 0.0000
Volume 44 17 -27 -61.4% 442
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9808 0.9803 0.9787
R3 0.9800 0.9795 0.9785
R2 0.9792 0.9792 0.9784
R1 0.9787 0.9787 0.9784 0.9786
PP 0.9784 0.9784 0.9784 0.9783
S1 0.9779 0.9779 0.9782 0.9778
S2 0.9776 0.9776 0.9782
S3 0.9768 0.9771 0.9781
S4 0.9760 0.9763 0.9779
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 0.9712 0.0077 0.8% 0.0022 0.2% 92% False False 25
10 0.9789 0.9675 0.0114 1.2% 0.0032 0.3% 95% False False 57
20 0.9789 0.9627 0.0162 1.7% 0.0031 0.3% 96% False False 62
40 0.9975 0.9627 0.0348 3.6% 0.0032 0.3% 45% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 True
Stretch 0.0005
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9822
2.618 0.9809
1.618 0.9801
1.000 0.9796
0.618 0.9793
HIGH 0.9788
0.618 0.9785
0.500 0.9784
0.382 0.9783
LOW 0.9780
0.618 0.9775
1.000 0.9772
1.618 0.9767
2.618 0.9759
4.250 0.9746
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 0.9784 0.9778
PP 0.9784 0.9773
S1 0.9783 0.9769

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

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