CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 0.9910 0.9820 -0.0090 -0.9% 0.9888
High 0.9910 0.9820 -0.0090 -0.9% 0.9932
Low 0.9860 0.9800 -0.0060 -0.6% 0.9850
Close 0.9860 0.9815 -0.0045 -0.5% 0.9860
Range 0.0050 0.0020 -0.0030 -60.0% 0.0082
ATR 0.0038 0.0039 0.0002 4.2% 0.0000
Volume 12 30 18 150.0% 144
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9872 0.9863 0.9826
R3 0.9852 0.9843 0.9821
R2 0.9832 0.9832 0.9819
R1 0.9823 0.9823 0.9817 0.9818
PP 0.9812 0.9812 0.9812 0.9809
S1 0.9803 0.9803 0.9813 0.9798
S2 0.9792 0.9792 0.9811
S3 0.9772 0.9783 0.9810
S4 0.9752 0.9763 0.9804
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0075 0.9905
R3 1.0045 0.9993 0.9883
R2 0.9963 0.9963 0.9875
R1 0.9911 0.9911 0.9868 0.9896
PP 0.9881 0.9881 0.9881 0.9873
S1 0.9829 0.9829 0.9852 0.9814
S2 0.9799 0.9799 0.9845
S3 0.9717 0.9747 0.9837
S4 0.9635 0.9665 0.9815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9932 0.9800 0.0132 1.3% 0.0030 0.3% 11% False True 30
10 0.9975 0.9800 0.0175 1.8% 0.0026 0.3% 9% False True 39
Crabel Price Patterns
NR True
NR4 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9905
2.618 0.9872
1.618 0.9852
1.000 0.9840
0.618 0.9832
HIGH 0.9820
0.618 0.9812
0.500 0.9810
0.382 0.9808
LOW 0.9800
0.618 0.9788
1.000 0.9780
1.618 0.9768
2.618 0.9748
4.250 0.9715
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 0.9813 0.9866
PP 0.9812 0.9849
S1 0.9810 0.9832

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

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