CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 0.9792 0.9807 0.0015 0.2% 0.9780
High 0.9829 0.9807 -0.0022 -0.2% 0.9829
Low 0.9783 0.9728 -0.0055 -0.6% 0.9728
Close 0.9827 0.9773 -0.0054 -0.5% 0.9773
Range 0.0046 0.0079 0.0033 71.7% 0.0101
ATR 0.0034 0.0039 0.0005 13.6% 0.0000
Volume 72 25 -47 -65.3% 155
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0006 0.9969 0.9816
R3 0.9927 0.9890 0.9795
R2 0.9848 0.9848 0.9787
R1 0.9811 0.9811 0.9780 0.9790
PP 0.9769 0.9769 0.9769 0.9759
S1 0.9732 0.9732 0.9766 0.9711
S2 0.9690 0.9690 0.9759
S3 0.9611 0.9653 0.9751
S4 0.9532 0.9574 0.9730
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0080 1.0027 0.9829
R3 0.9979 0.9926 0.9801
R2 0.9878 0.9878 0.9792
R1 0.9825 0.9825 0.9782 0.9801
PP 0.9777 0.9777 0.9777 0.9765
S1 0.9724 0.9724 0.9764 0.9700
S2 0.9676 0.9676 0.9754
S3 0.9575 0.9623 0.9745
S4 0.9474 0.9522 0.9717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9829 0.9728 0.0101 1.0% 0.0035 0.4% 45% False True 31
10 0.9829 0.9712 0.0117 1.2% 0.0028 0.3% 52% False False 28
20 0.9829 0.9655 0.0174 1.8% 0.0032 0.3% 68% False False 53
40 0.9951 0.9627 0.0324 3.3% 0.0033 0.3% 45% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 1.0143
2.618 1.0014
1.618 0.9935
1.000 0.9886
0.618 0.9856
HIGH 0.9807
0.618 0.9777
0.500 0.9768
0.382 0.9758
LOW 0.9728
0.618 0.9679
1.000 0.9649
1.618 0.9600
2.618 0.9521
4.250 0.9392
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 0.9771 0.9779
PP 0.9769 0.9777
S1 0.9768 0.9775

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

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