CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 0.9670 0.9675 0.0005 0.1% 0.9865
High 0.9701 0.9706 0.0005 0.1% 0.9865
Low 0.9644 0.9585 -0.0059 -0.6% 0.9651
Close 0.9690 0.9588 -0.0102 -1.1% 0.9676
Range 0.0057 0.0121 0.0064 112.3% 0.0214
ATR 0.0053 0.0057 0.0005 9.3% 0.0000
Volume 21 147 126 600.0% 870
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 0.9989 0.9910 0.9655
R3 0.9868 0.9789 0.9621
R2 0.9747 0.9747 0.9610
R1 0.9668 0.9668 0.9599 0.9647
PP 0.9626 0.9626 0.9626 0.9616
S1 0.9547 0.9547 0.9577 0.9526
S2 0.9505 0.9505 0.9566
S3 0.9384 0.9426 0.9555
S4 0.9263 0.9305 0.9521
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0373 1.0238 0.9794
R3 1.0159 1.0024 0.9735
R2 0.9945 0.9945 0.9715
R1 0.9810 0.9810 0.9696 0.9771
PP 0.9731 0.9731 0.9731 0.9711
S1 0.9596 0.9596 0.9656 0.9557
S2 0.9517 0.9517 0.9637
S3 0.9303 0.9382 0.9617
S4 0.9089 0.9168 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9802 0.9585 0.0217 2.3% 0.0077 0.8% 1% False True 147
10 0.9924 0.9585 0.0339 3.5% 0.0066 0.7% 1% False True 147
20 0.9924 0.9585 0.0339 3.5% 0.0048 0.5% 1% False True 179
40 0.9924 0.9585 0.0339 3.5% 0.0041 0.4% 1% False True 115
60 0.9924 0.9585 0.0339 3.5% 0.0038 0.4% 1% False True 98
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 0.0009
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0023
1.618 0.9902
1.000 0.9827
0.618 0.9781
HIGH 0.9706
0.618 0.9660
0.500 0.9646
0.382 0.9631
LOW 0.9585
0.618 0.9510
1.000 0.9464
1.618 0.9389
2.618 0.9268
4.250 0.9071
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 0.9646 0.9660
PP 0.9626 0.9636
S1 0.9607 0.9612

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

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