CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 0.9788 0.9780 -0.0008 -0.1% 0.9745
High 0.9788 0.9782 -0.0006 -0.1% 0.9789
Low 0.9780 0.9778 -0.0002 0.0% 0.9725
Close 0.9783 0.9782 -0.0001 0.0% 0.9783
Range 0.0008 0.0004 -0.0004 -50.0% 0.0064
ATR 0.0036 0.0034 -0.0002 -6.2% 0.0000
Volume 17 8 -9 -52.9% 111
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9793 0.9791 0.9784
R3 0.9789 0.9787 0.9783
R2 0.9785 0.9785 0.9783
R1 0.9783 0.9783 0.9782 0.9784
PP 0.9781 0.9781 0.9781 0.9781
S1 0.9779 0.9779 0.9782 0.9780
S2 0.9777 0.9777 0.9781
S3 0.9773 0.9775 0.9781
S4 0.9769 0.9771 0.9780
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9958 0.9934 0.9818
R3 0.9894 0.9870 0.9801
R2 0.9830 0.9830 0.9795
R1 0.9806 0.9806 0.9789 0.9818
PP 0.9766 0.9766 0.9766 0.9772
S1 0.9742 0.9742 0.9777 0.9754
S2 0.9702 0.9702 0.9771
S3 0.9638 0.9678 0.9765
S4 0.9574 0.9614 0.9748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9789 0.9725 0.0064 0.7% 0.0020 0.2% 89% False False 23
10 0.9789 0.9675 0.0114 1.2% 0.0027 0.3% 94% False False 56
20 0.9789 0.9631 0.0158 1.6% 0.0028 0.3% 96% False False 60
40 0.9975 0.9627 0.0348 3.6% 0.0031 0.3% 45% False False 49
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 0.9799
2.618 0.9792
1.618 0.9788
1.000 0.9786
0.618 0.9784
HIGH 0.9782
0.618 0.9780
0.500 0.9780
0.382 0.9780
LOW 0.9778
0.618 0.9776
1.000 0.9774
1.618 0.9772
2.618 0.9768
4.250 0.9761
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 0.9781 0.9780
PP 0.9781 0.9778
S1 0.9780 0.9777

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

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