CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 0.9902 0.9910 0.0008 0.1% 0.9800
High 0.9923 0.9924 0.0001 0.0% 0.9888
Low 0.9902 0.9862 -0.0040 -0.4% 0.9796
Close 0.9921 0.9864 -0.0057 -0.6% 0.9870
Range 0.0021 0.0062 0.0041 195.2% 0.0092
ATR 0.0037 0.0039 0.0002 4.9% 0.0000
Volume 60 8 -52 -86.7% 1,728
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 1.0069 1.0029 0.9898
R3 1.0007 0.9967 0.9881
R2 0.9945 0.9945 0.9875
R1 0.9905 0.9905 0.9870 0.9894
PP 0.9883 0.9883 0.9883 0.9878
S1 0.9843 0.9843 0.9858 0.9832
S2 0.9821 0.9821 0.9853
S3 0.9759 0.9781 0.9847
S4 0.9697 0.9719 0.9830
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 0.9924 0.9825 0.0099 1.0% 0.0031 0.3% 39% True False 78
10 0.9924 0.9779 0.0145 1.5% 0.0031 0.3% 59% True False 200
20 0.9924 0.9665 0.0259 2.6% 0.0035 0.4% 77% True False 139
40 0.9924 0.9665 0.0259 2.6% 0.0034 0.3% 77% True False 94
60 0.9932 0.9627 0.0305 3.1% 0.0034 0.3% 78% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0188
2.618 1.0086
1.618 1.0024
1.000 0.9986
0.618 0.9962
HIGH 0.9924
0.618 0.9900
0.500 0.9893
0.382 0.9886
LOW 0.9862
0.618 0.9824
1.000 0.9800
1.618 0.9762
2.618 0.9700
4.250 0.9599
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 0.9893 0.9893
PP 0.9883 0.9883
S1 0.9874 0.9874

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

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