CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 0.9715 0.9783 0.0068 0.7% 0.9697
High 0.9760 0.9792 0.0032 0.3% 0.9792
Low 0.9715 0.9779 0.0064 0.7% 0.9679
Close 0.9751 0.9782 0.0031 0.3% 0.9782
Range 0.0045 0.0013 -0.0032 -71.1% 0.0113
ATR 0.0040 0.0040 0.0000 0.1% 0.0000
Volume 130 53 -77 -59.2% 572
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9823 0.9816 0.9789
R3 0.9810 0.9803 0.9786
R2 0.9797 0.9797 0.9784
R1 0.9790 0.9790 0.9783 0.9787
PP 0.9784 0.9784 0.9784 0.9783
S1 0.9777 0.9777 0.9781 0.9774
S2 0.9771 0.9771 0.9780
S3 0.9758 0.9764 0.9778
S4 0.9745 0.9751 0.9775
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0090 1.0049 0.9844
R3 0.9977 0.9936 0.9813
R2 0.9864 0.9864 0.9803
R1 0.9823 0.9823 0.9792 0.9844
PP 0.9751 0.9751 0.9751 0.9761
S1 0.9710 0.9710 0.9772 0.9731
S2 0.9638 0.9638 0.9761
S3 0.9525 0.9597 0.9751
S4 0.9412 0.9484 0.9720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9792 0.9679 0.0113 1.2% 0.0024 0.2% 91% True False 114
10 0.9810 0.9665 0.0145 1.5% 0.0037 0.4% 81% False False 82
20 0.9850 0.9665 0.0185 1.9% 0.0036 0.4% 63% False False 57
40 0.9850 0.9627 0.0223 2.3% 0.0033 0.3% 70% False False 60
60 0.9975 0.9627 0.0348 3.6% 0.0033 0.3% 45% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9847
2.618 0.9826
1.618 0.9813
1.000 0.9805
0.618 0.9800
HIGH 0.9792
0.618 0.9787
0.500 0.9786
0.382 0.9784
LOW 0.9779
0.618 0.9771
1.000 0.9766
1.618 0.9758
2.618 0.9745
4.250 0.9724
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 0.9786 0.9767
PP 0.9784 0.9751
S1 0.9783 0.9736

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

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