CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 0.9865 0.9844 -0.0021 -0.2% 0.9876
High 0.9865 0.9844 -0.0021 -0.2% 0.9924
Low 0.9838 0.9775 -0.0063 -0.6% 0.9800
Close 0.9844 0.9775 -0.0069 -0.7% 0.9838
Range 0.0027 0.0069 0.0042 155.6% 0.0124
ATR 0.0040 0.0043 0.0002 5.0% 0.0000
Volume 257 83 -174 -67.7% 297
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.0005 0.9959 0.9813
R3 0.9936 0.9890 0.9794
R2 0.9867 0.9867 0.9788
R1 0.9821 0.9821 0.9781 0.9810
PP 0.9798 0.9798 0.9798 0.9792
S1 0.9752 0.9752 0.9769 0.9741
S2 0.9729 0.9729 0.9762
S3 0.9660 0.9683 0.9756
S4 0.9591 0.9614 0.9737
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0226 1.0156 0.9906
R3 1.0102 1.0032 0.9872
R2 0.9978 0.9978 0.9861
R1 0.9908 0.9908 0.9849 0.9881
PP 0.9854 0.9854 0.9854 0.9841
S1 0.9784 0.9784 0.9827 0.9757
S2 0.9730 0.9730 0.9815
S3 0.9606 0.9660 0.9804
S4 0.9482 0.9536 0.9770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9924 0.9775 0.0149 1.5% 0.0052 0.5% 0% False True 96
10 0.9924 0.9775 0.0149 1.5% 0.0037 0.4% 0% False True 121
20 0.9924 0.9665 0.0259 2.6% 0.0035 0.4% 42% False False 151
40 0.9924 0.9665 0.0259 2.6% 0.0036 0.4% 42% False False 93
60 0.9924 0.9627 0.0297 3.0% 0.0035 0.4% 50% False False 84
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 1.0137
2.618 1.0025
1.618 0.9956
1.000 0.9913
0.618 0.9887
HIGH 0.9844
0.618 0.9818
0.500 0.9810
0.382 0.9801
LOW 0.9775
0.618 0.9732
1.000 0.9706
1.618 0.9663
2.618 0.9594
4.250 0.9482
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 0.9810 0.9828
PP 0.9798 0.9810
S1 0.9787 0.9793

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

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