CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 0.9677 0.9695 0.0018 0.2% 0.9820
High 0.9715 0.9695 -0.0020 -0.2% 0.9820
Low 0.9677 0.9643 -0.0034 -0.4% 0.9690
Close 0.9713 0.9649 -0.0064 -0.7% 0.9713
Range 0.0038 0.0052 0.0014 36.8% 0.0130
ATR 0.0042 0.0044 0.0002 4.8% 0.0000
Volume 25 59 34 136.0% 122
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9818 0.9786 0.9678
R3 0.9766 0.9734 0.9663
R2 0.9714 0.9714 0.9659
R1 0.9682 0.9682 0.9654 0.9672
PP 0.9662 0.9662 0.9662 0.9658
S1 0.9630 0.9630 0.9644 0.9620
S2 0.9610 0.9610 0.9639
S3 0.9558 0.9578 0.9635
S4 0.9506 0.9526 0.9620
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 0.9643 0.0127 1.3% 0.0046 0.5% 5% False True 46
10 0.9932 0.9643 0.0289 3.0% 0.0039 0.4% 2% False True 34
20 0.9975 0.9643 0.0332 3.4% 0.0034 0.4% 2% False True 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9916
2.618 0.9831
1.618 0.9779
1.000 0.9747
0.618 0.9727
HIGH 0.9695
0.618 0.9675
0.500 0.9669
0.382 0.9663
LOW 0.9643
0.618 0.9611
1.000 0.9591
1.618 0.9559
2.618 0.9507
4.250 0.9422
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 0.9669 0.9679
PP 0.9662 0.9669
S1 0.9656 0.9659

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

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