CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 0.9680 0.9690 0.0010 0.1% 0.9810
High 0.9699 0.9705 0.0006 0.1% 0.9810
Low 0.9680 0.9679 -0.0001 0.0% 0.9665
Close 0.9691 0.9700 0.0009 0.1% 0.9692
Range 0.0019 0.0026 0.0007 36.8% 0.0145
ATR 0.0040 0.0039 -0.0001 -2.5% 0.0000
Volume 11 369 358 3,254.5% 249
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9773 0.9762 0.9714
R3 0.9747 0.9736 0.9707
R2 0.9721 0.9721 0.9705
R1 0.9710 0.9710 0.9702 0.9716
PP 0.9695 0.9695 0.9695 0.9697
S1 0.9684 0.9684 0.9698 0.9690
S2 0.9669 0.9669 0.9695
S3 0.9643 0.9658 0.9693
S4 0.9617 0.9632 0.9686
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0157 1.0070 0.9772
R3 1.0012 0.9925 0.9732
R2 0.9867 0.9867 0.9719
R1 0.9780 0.9780 0.9705 0.9751
PP 0.9722 0.9722 0.9722 0.9708
S1 0.9635 0.9635 0.9679 0.9606
S2 0.9577 0.9577 0.9665
S3 0.9432 0.9490 0.9652
S4 0.9287 0.9345 0.9612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9715 0.9679 0.0036 0.4% 0.0024 0.2% 58% False True 93
10 0.9850 0.9665 0.0185 1.9% 0.0040 0.4% 19% False False 66
20 0.9850 0.9665 0.0185 1.9% 0.0034 0.4% 19% False False 51
40 0.9850 0.9627 0.0223 2.3% 0.0034 0.3% 33% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9816
2.618 0.9773
1.618 0.9747
1.000 0.9731
0.618 0.9721
HIGH 0.9705
0.618 0.9695
0.500 0.9692
0.382 0.9689
LOW 0.9679
0.618 0.9663
1.000 0.9653
1.618 0.9637
2.618 0.9611
4.250 0.9569
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 0.9697 0.9697
PP 0.9695 0.9695
S1 0.9692 0.9692

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

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