CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 0.9805 0.9760 -0.0045 -0.5% 0.9888
High 0.9805 0.9760 -0.0045 -0.5% 0.9932
Low 0.9755 0.9738 -0.0017 -0.2% 0.9850
Close 0.9755 0.9744 -0.0011 -0.1% 0.9860
Range 0.0050 0.0022 -0.0028 -56.0% 0.0082
ATR 0.0041 0.0039 -0.0001 -3.3% 0.0000
Volume 49 11 -38 -77.6% 144
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9813 0.9801 0.9756
R3 0.9791 0.9779 0.9750
R2 0.9769 0.9769 0.9748
R1 0.9757 0.9757 0.9746 0.9752
PP 0.9747 0.9747 0.9747 0.9745
S1 0.9735 0.9735 0.9742 0.9730
S2 0.9725 0.9725 0.9740
S3 0.9703 0.9713 0.9738
S4 0.9681 0.9691 0.9732
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 0.9738 0.0194 2.0% 0.0032 0.3% 3% False True 23
10 0.9951 0.9738 0.0213 2.2% 0.0028 0.3% 3% False True 32
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9854
2.618 0.9818
1.618 0.9796
1.000 0.9782
0.618 0.9774
HIGH 0.9760
0.618 0.9752
0.500 0.9749
0.382 0.9746
LOW 0.9738
0.618 0.9724
1.000 0.9716
1.618 0.9702
2.618 0.9680
4.250 0.9645
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 0.9749 0.9779
PP 0.9747 0.9767
S1 0.9746 0.9756

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

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