CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 0.9690 0.9715 0.0025 0.3% 0.9810
High 0.9705 0.9760 0.0055 0.6% 0.9810
Low 0.9679 0.9715 0.0036 0.4% 0.9665
Close 0.9700 0.9751 0.0051 0.5% 0.9692
Range 0.0026 0.0045 0.0019 73.1% 0.0145
ATR 0.0039 0.0040 0.0002 3.9% 0.0000
Volume 369 130 -239 -64.8% 249
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9877 0.9859 0.9776
R3 0.9832 0.9814 0.9763
R2 0.9787 0.9787 0.9759
R1 0.9769 0.9769 0.9755 0.9778
PP 0.9742 0.9742 0.9742 0.9747
S1 0.9724 0.9724 0.9747 0.9733
S2 0.9697 0.9697 0.9743
S3 0.9652 0.9679 0.9739
S4 0.9607 0.9634 0.9726
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 0.9760 0.9679 0.0081 0.8% 0.0027 0.3% 89% True False 112
10 0.9848 0.9665 0.0183 1.9% 0.0040 0.4% 47% False False 78
20 0.9850 0.9665 0.0185 1.9% 0.0035 0.4% 46% False False 55
40 0.9850 0.9627 0.0223 2.3% 0.0034 0.3% 56% False False 60
60 0.9975 0.9627 0.0348 3.6% 0.0034 0.3% 36% False False 56
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 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9951
2.618 0.9878
1.618 0.9833
1.000 0.9805
0.618 0.9788
HIGH 0.9760
0.618 0.9743
0.500 0.9738
0.382 0.9732
LOW 0.9715
0.618 0.9687
1.000 0.9670
1.618 0.9642
2.618 0.9597
4.250 0.9524
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 0.9747 0.9741
PP 0.9742 0.9730
S1 0.9738 0.9720

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

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