CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 0.9697 0.9677 -0.0020 -0.2% 0.9820
High 0.9697 0.9715 0.0018 0.2% 0.9820
Low 0.9658 0.9677 0.0019 0.2% 0.9690
Close 0.9687 0.9713 0.0026 0.3% 0.9713
Range 0.0039 0.0038 -0.0001 -2.6% 0.0130
ATR 0.0042 0.0042 0.0000 -0.7% 0.0000
Volume 57 25 -32 -56.1% 122
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9816 0.9802 0.9734
R3 0.9778 0.9764 0.9723
R2 0.9740 0.9740 0.9720
R1 0.9726 0.9726 0.9716 0.9733
PP 0.9702 0.9702 0.9702 0.9705
S1 0.9688 0.9688 0.9710 0.9695
S2 0.9664 0.9664 0.9706
S3 0.9626 0.9650 0.9703
S4 0.9588 0.9612 0.9692
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 0.9770 0.9658 0.0112 1.2% 0.0040 0.4% 49% False False 36
10 0.9932 0.9658 0.0274 2.8% 0.0034 0.4% 20% False False 36
20 0.9975 0.9658 0.0317 3.3% 0.0033 0.3% 17% False False 47
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 0.9877
2.618 0.9814
1.618 0.9776
1.000 0.9753
0.618 0.9738
HIGH 0.9715
0.618 0.9700
0.500 0.9696
0.382 0.9692
LOW 0.9677
0.618 0.9654
1.000 0.9639
1.618 0.9616
2.618 0.9578
4.250 0.9516
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 0.9707 0.9704
PP 0.9702 0.9695
S1 0.9696 0.9687

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

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