CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 0.9838 0.9876 0.0038 0.4% 0.9800
High 0.9870 0.9885 0.0015 0.2% 0.9888
Low 0.9825 0.9876 0.0051 0.5% 0.9796
Close 0.9870 0.9882 0.0012 0.1% 0.9870
Range 0.0045 0.0009 -0.0036 -80.0% 0.0092
ATR 0.0041 0.0039 -0.0002 -4.5% 0.0000
Volume 170 112 -58 -34.1% 1,728
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 0.9908 0.9904 0.9887
R3 0.9899 0.9895 0.9884
R2 0.9890 0.9890 0.9884
R1 0.9886 0.9886 0.9883 0.9888
PP 0.9881 0.9881 0.9881 0.9882
S1 0.9877 0.9877 0.9881 0.9879
S2 0.9872 0.9872 0.9880
S3 0.9863 0.9868 0.9880
S4 0.9854 0.9859 0.9877
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0091 0.9921
R3 1.0035 0.9999 0.9895
R2 0.9943 0.9943 0.9887
R1 0.9907 0.9907 0.9878 0.9925
PP 0.9851 0.9851 0.9851 0.9861
S1 0.9815 0.9815 0.9862 0.9833
S2 0.9759 0.9759 0.9853
S3 0.9667 0.9723 0.9845
S4 0.9575 0.9631 0.9819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9888 0.9825 0.0063 0.6% 0.0031 0.3% 90% False False 157
10 0.9888 0.9679 0.0209 2.1% 0.0030 0.3% 97% False False 240
20 0.9888 0.9665 0.0223 2.3% 0.0035 0.4% 97% False False 138
40 0.9888 0.9655 0.0233 2.4% 0.0033 0.3% 97% False False 94
60 0.9932 0.9627 0.0305 3.1% 0.0034 0.3% 84% False False 78
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 0.0004
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9923
2.618 0.9909
1.618 0.9900
1.000 0.9894
0.618 0.9891
HIGH 0.9885
0.618 0.9882
0.500 0.9881
0.382 0.9879
LOW 0.9876
0.618 0.9870
1.000 0.9867
1.618 0.9861
2.618 0.9852
4.250 0.9838
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 0.9882 0.9873
PP 0.9881 0.9865
S1 0.9881 0.9856

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

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