CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 0.9784 0.9804 0.0020 0.2% 0.9780
High 0.9805 0.9850 0.0045 0.5% 0.9829
Low 0.9784 0.9804 0.0020 0.2% 0.9728
Close 0.9800 0.9839 0.0039 0.4% 0.9773
Range 0.0021 0.0046 0.0025 119.0% 0.0101
ATR 0.0037 0.0038 0.0001 2.5% 0.0000
Volume 37 10 -27 -73.0% 155
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9969 0.9950 0.9864
R3 0.9923 0.9904 0.9852
R2 0.9877 0.9877 0.9847
R1 0.9858 0.9858 0.9843 0.9868
PP 0.9831 0.9831 0.9831 0.9836
S1 0.9812 0.9812 0.9835 0.9822
S2 0.9785 0.9785 0.9831
S3 0.9739 0.9766 0.9826
S4 0.9693 0.9720 0.9814
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 0.9850 0.9728 0.0122 1.2% 0.0041 0.4% 91% True False 36
10 0.9850 0.9728 0.0122 1.2% 0.0031 0.3% 91% True False 32
20 0.9850 0.9675 0.0175 1.8% 0.0033 0.3% 94% True False 48
40 0.9932 0.9627 0.0305 3.1% 0.0033 0.3% 70% 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 1.0046
2.618 0.9970
1.618 0.9924
1.000 0.9896
0.618 0.9878
HIGH 0.9850
0.618 0.9832
0.500 0.9827
0.382 0.9822
LOW 0.9804
0.618 0.9776
1.000 0.9758
1.618 0.9730
2.618 0.9684
4.250 0.9609
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 0.9835 0.9831
PP 0.9831 0.9823
S1 0.9827 0.9816

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

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