CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 0.9757 0.9692 -0.0065 -0.7% 0.9820
High 0.9770 0.9692 -0.0078 -0.8% 0.9820
Low 0.9690 0.9670 -0.0020 -0.2% 0.9690
Close 0.9713 0.9683 -0.0030 -0.3% 0.9713
Range 0.0080 0.0022 -0.0058 -72.5% 0.0130
ATR 0.0042 0.0042 0.0000 0.1% 0.0000
Volume 32 57 25 78.1% 122
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9748 0.9737 0.9695
R3 0.9726 0.9715 0.9689
R2 0.9704 0.9704 0.9687
R1 0.9693 0.9693 0.9685 0.9688
PP 0.9682 0.9682 0.9682 0.9679
S1 0.9671 0.9671 0.9681 0.9666
S2 0.9660 0.9660 0.9679
S3 0.9638 0.9649 0.9677
S4 0.9616 0.9627 0.9671
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 0.9820 0.9670 0.0150 1.5% 0.0039 0.4% 9% False True 35
10 0.9932 0.9670 0.0262 2.7% 0.0036 0.4% 5% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9786
2.618 0.9750
1.618 0.9728
1.000 0.9714
0.618 0.9706
HIGH 0.9692
0.618 0.9684
0.500 0.9681
0.382 0.9678
LOW 0.9670
0.618 0.9656
1.000 0.9648
1.618 0.9634
2.618 0.9612
4.250 0.9577
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 0.9682 0.9720
PP 0.9682 0.9708
S1 0.9681 0.9695

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

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