CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 0.9780 0.9799 0.0019 0.2% 0.9745
High 0.9782 0.9820 0.0038 0.4% 0.9789
Low 0.9778 0.9795 0.0017 0.2% 0.9725
Close 0.9782 0.9799 0.0017 0.2% 0.9783
Range 0.0004 0.0025 0.0021 525.0% 0.0064
ATR 0.0034 0.0034 0.0000 0.9% 0.0000
Volume 8 26 18 225.0% 111
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9880 0.9864 0.9813
R3 0.9855 0.9839 0.9806
R2 0.9830 0.9830 0.9804
R1 0.9814 0.9814 0.9801 0.9812
PP 0.9805 0.9805 0.9805 0.9803
S1 0.9789 0.9789 0.9797 0.9787
S2 0.9780 0.9780 0.9794
S3 0.9755 0.9764 0.9792
S4 0.9730 0.9739 0.9785
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 0.9820 0.9748 0.0072 0.7% 0.0020 0.2% 71% True False 21
10 0.9820 0.9675 0.0145 1.5% 0.0027 0.3% 86% True False 23
20 0.9820 0.9631 0.0189 1.9% 0.0028 0.3% 89% True False 60
40 0.9975 0.9627 0.0348 3.6% 0.0031 0.3% 49% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9926
2.618 0.9885
1.618 0.9860
1.000 0.9845
0.618 0.9835
HIGH 0.9820
0.618 0.9810
0.500 0.9808
0.382 0.9805
LOW 0.9795
0.618 0.9780
1.000 0.9770
1.618 0.9755
2.618 0.9730
4.250 0.9689
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 0.9808 0.9799
PP 0.9805 0.9799
S1 0.9802 0.9799

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

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