CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 0.9760 0.9757 -0.0003 0.0% 0.9820
High 0.9760 0.9770 0.0010 0.1% 0.9820
Low 0.9738 0.9690 -0.0048 -0.5% 0.9690
Close 0.9744 0.9713 -0.0031 -0.3% 0.9713
Range 0.0022 0.0080 0.0058 263.6% 0.0130
ATR 0.0039 0.0042 0.0003 7.3% 0.0000
Volume 11 32 21 190.9% 122
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9964 0.9919 0.9757
R3 0.9884 0.9839 0.9735
R2 0.9804 0.9804 0.9728
R1 0.9759 0.9759 0.9720 0.9742
PP 0.9724 0.9724 0.9724 0.9716
S1 0.9679 0.9679 0.9706 0.9662
S2 0.9644 0.9644 0.9698
S3 0.9564 0.9599 0.9691
S4 0.9484 0.9519 0.9669
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0131 1.0052 0.9785
R3 1.0001 0.9922 0.9749
R2 0.9871 0.9871 0.9737
R1 0.9792 0.9792 0.9725 0.9767
PP 0.9741 0.9741 0.9741 0.9728
S1 0.9662 0.9662 0.9701 0.9637
S2 0.9611 0.9611 0.9689
S3 0.9481 0.9532 0.9677
S4 0.9351 0.9402 0.9642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9910 0.9690 0.0220 2.3% 0.0044 0.5% 10% False True 26
10 0.9932 0.9690 0.0242 2.5% 0.0036 0.4% 10% False True 28
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 0.0002
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0110
2.618 0.9979
1.618 0.9899
1.000 0.9850
0.618 0.9819
HIGH 0.9770
0.618 0.9739
0.500 0.9730
0.382 0.9721
LOW 0.9690
0.618 0.9641
1.000 0.9610
1.618 0.9561
2.618 0.9481
4.250 0.9350
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 0.9730 0.9748
PP 0.9724 0.9736
S1 0.9719 0.9725

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

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