CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 0.9850 0.9919 0.0069 0.7% 0.9964
High 0.9906 0.9919 0.0013 0.1% 0.9975
Low 0.9850 0.9913 0.0063 0.6% 0.9903
Close 0.9902 0.9913 0.0011 0.1% 0.9903
Range 0.0056 0.0006 -0.0050 -89.3% 0.0072
ATR
Volume 16 79 63 393.8% 242
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9933 0.9929 0.9916
R3 0.9927 0.9923 0.9915
R2 0.9921 0.9921 0.9914
R1 0.9917 0.9917 0.9914 0.9916
PP 0.9915 0.9915 0.9915 0.9915
S1 0.9911 0.9911 0.9912 0.9910
S2 0.9909 0.9909 0.9912
S3 0.9903 0.9905 0.9911
S4 0.9897 0.9899 0.9910
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0143 1.0095 0.9943
R3 1.0071 1.0023 0.9923
R2 0.9999 0.9999 0.9916
R1 0.9951 0.9951 0.9910 0.9939
PP 0.9927 0.9927 0.9927 0.9921
S1 0.9879 0.9879 0.9896 0.9867
S2 0.9855 0.9855 0.9890
S3 0.9783 0.9807 0.9883
S4 0.9711 0.9735 0.9863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9951 0.9850 0.0101 1.0% 0.0025 0.3% 62% False False 40
10 0.9975 0.9850 0.0125 1.3% 0.0029 0.3% 50% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9945
2.618 0.9935
1.618 0.9929
1.000 0.9925
0.618 0.9923
HIGH 0.9919
0.618 0.9917
0.500 0.9916
0.382 0.9915
LOW 0.9913
0.618 0.9909
1.000 0.9907
1.618 0.9903
2.618 0.9897
4.250 0.9888
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 0.9916 0.9904
PP 0.9915 0.9894
S1 0.9914 0.9885

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

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