CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 0.9810 0.9723 -0.0087 -0.9% 0.9781
High 0.9810 0.9745 -0.0065 -0.7% 0.9850
Low 0.9702 0.9701 -0.0001 0.0% 0.9745
Close 0.9708 0.9739 0.0031 0.3% 0.9810
Range 0.0108 0.0044 -0.0064 -59.3% 0.0105
ATR 0.0043 0.0043 0.0000 0.1% 0.0000
Volume 66 85 19 28.8% 175
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9860 0.9844 0.9763
R3 0.9816 0.9800 0.9751
R2 0.9772 0.9772 0.9747
R1 0.9756 0.9756 0.9743 0.9764
PP 0.9728 0.9728 0.9728 0.9733
S1 0.9712 0.9712 0.9735 0.9720
S2 0.9684 0.9684 0.9731
S3 0.9640 0.9668 0.9727
S4 0.9596 0.9624 0.9715
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0117 1.0068 0.9868
R3 1.0012 0.9963 0.9839
R2 0.9907 0.9907 0.9829
R1 0.9858 0.9858 0.9820 0.9883
PP 0.9802 0.9802 0.9802 0.9814
S1 0.9753 0.9753 0.9800 0.9778
S2 0.9697 0.9697 0.9791
S3 0.9592 0.9648 0.9781
S4 0.9487 0.9543 0.9752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9850 0.9701 0.0149 1.5% 0.0052 0.5% 26% False True 43
10 0.9850 0.9701 0.0149 1.5% 0.0047 0.5% 26% False True 44
20 0.9850 0.9675 0.0175 1.8% 0.0037 0.4% 37% False False 34
40 0.9850 0.9627 0.0223 2.3% 0.0036 0.4% 50% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9932
2.618 0.9860
1.618 0.9816
1.000 0.9789
0.618 0.9772
HIGH 0.9745
0.618 0.9728
0.500 0.9723
0.382 0.9718
LOW 0.9701
0.618 0.9674
1.000 0.9657
1.618 0.9630
2.618 0.9586
4.250 0.9514
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 0.9734 0.9775
PP 0.9728 0.9763
S1 0.9723 0.9751

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

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