CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 0.9800 0.9831 0.0031 0.3% 0.9697
High 0.9841 0.9888 0.0047 0.5% 0.9792
Low 0.9796 0.9831 0.0035 0.4% 0.9679
Close 0.9841 0.9873 0.0032 0.3% 0.9782
Range 0.0045 0.0057 0.0012 26.7% 0.0113
ATR 0.0042 0.0043 0.0001 2.6% 0.0000
Volume 1,051 95 -956 -91.0% 572
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0035 1.0011 0.9904
R3 0.9978 0.9954 0.9889
R2 0.9921 0.9921 0.9883
R1 0.9897 0.9897 0.9878 0.9909
PP 0.9864 0.9864 0.9864 0.9870
S1 0.9840 0.9840 0.9868 0.9852
S2 0.9807 0.9807 0.9863
S3 0.9750 0.9783 0.9857
S4 0.9693 0.9726 0.9842
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 0.9888 0.9679 0.0209 2.1% 0.0037 0.4% 93% True False 339
10 0.9888 0.9665 0.0223 2.3% 0.0032 0.3% 93% True False 181
20 0.9888 0.9665 0.0223 2.3% 0.0039 0.4% 93% True False 113
40 0.9888 0.9631 0.0257 2.6% 0.0034 0.3% 94% True False 87
60 0.9975 0.9627 0.0348 3.5% 0.0034 0.3% 71% False False 71
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 0.0004
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 1.0037
1.618 0.9980
1.000 0.9945
0.618 0.9923
HIGH 0.9888
0.618 0.9866
0.500 0.9860
0.382 0.9853
LOW 0.9831
0.618 0.9796
1.000 0.9774
1.618 0.9739
2.618 0.9682
4.250 0.9589
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 0.9869 0.9860
PP 0.9864 0.9847
S1 0.9860 0.9834

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

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