CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 0.9658 0.9680 0.0022 0.2% 0.9655
High 0.9707 0.9688 -0.0019 -0.2% 0.9707
Low 0.9658 0.9680 0.0022 0.2% 0.9631
Close 0.9660 0.9685 0.0025 0.3% 0.9660
Range 0.0049 0.0008 -0.0041 -83.7% 0.0076
ATR 0.0041 0.0040 -0.0001 -2.2% 0.0000
Volume 142 37 -105 -73.9% 431
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9708 0.9705 0.9689
R3 0.9700 0.9697 0.9687
R2 0.9692 0.9692 0.9686
R1 0.9689 0.9689 0.9686 0.9691
PP 0.9684 0.9684 0.9684 0.9685
S1 0.9681 0.9681 0.9684 0.9683
S2 0.9676 0.9676 0.9684
S3 0.9668 0.9673 0.9683
S4 0.9660 0.9665 0.9681
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9894 0.9853 0.9702
R3 0.9818 0.9777 0.9681
R2 0.9742 0.9742 0.9674
R1 0.9701 0.9701 0.9667 0.9722
PP 0.9666 0.9666 0.9666 0.9676
S1 0.9625 0.9625 0.9653 0.9646
S2 0.9590 0.9590 0.9646
S3 0.9514 0.9549 0.9639
S4 0.9438 0.9473 0.9618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9707 0.9631 0.0076 0.8% 0.0024 0.2% 71% False False 88
10 0.9715 0.9627 0.0088 0.9% 0.0034 0.3% 66% False False 65
20 0.9932 0.9627 0.0305 3.1% 0.0035 0.4% 19% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9722
2.618 0.9709
1.618 0.9701
1.000 0.9696
0.618 0.9693
HIGH 0.9688
0.618 0.9685
0.500 0.9684
0.382 0.9683
LOW 0.9680
0.618 0.9675
1.000 0.9672
1.618 0.9667
2.618 0.9659
4.250 0.9646
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 0.9685 0.9683
PP 0.9684 0.9680
S1 0.9684 0.9678

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

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