CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 0.9867 0.9867 0.0000 0.0% 0.9697
High 0.9884 0.9887 0.0003 0.0% 0.9792
Low 0.9863 0.9864 0.0001 0.0% 0.9679
Close 0.9884 0.9873 -0.0011 -0.1% 0.9782
Range 0.0021 0.0023 0.0002 9.5% 0.0113
ATR 0.0041 0.0040 -0.0001 -3.2% 0.0000
Volume 345 67 -278 -80.6% 572
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 0.9944 0.9931 0.9886
R3 0.9921 0.9908 0.9879
R2 0.9898 0.9898 0.9877
R1 0.9885 0.9885 0.9875 0.9892
PP 0.9875 0.9875 0.9875 0.9878
S1 0.9862 0.9862 0.9871 0.9869
S2 0.9852 0.9852 0.9869
S3 0.9829 0.9839 0.9867
S4 0.9806 0.9816 0.9860
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 0.9779 0.0109 1.1% 0.0032 0.3% 86% False False 322
10 0.9888 0.9679 0.0209 2.1% 0.0029 0.3% 93% False False 217
20 0.9888 0.9665 0.0223 2.3% 0.0038 0.4% 93% False False 128
40 0.9888 0.9649 0.0239 2.4% 0.0033 0.3% 94% False False 91
60 0.9975 0.9627 0.0348 3.5% 0.0034 0.3% 71% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9985
2.618 0.9947
1.618 0.9924
1.000 0.9910
0.618 0.9901
HIGH 0.9887
0.618 0.9878
0.500 0.9876
0.382 0.9873
LOW 0.9864
0.618 0.9850
1.000 0.9841
1.618 0.9827
2.618 0.9804
4.250 0.9766
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 0.9876 0.9869
PP 0.9875 0.9864
S1 0.9874 0.9860

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

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