CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 0.9684 0.9748 0.0064 0.7% 0.9680
High 0.9730 0.9772 0.0042 0.4% 0.9772
Low 0.9680 0.9725 0.0045 0.5% 0.9655
Close 0.9721 0.9748 0.0027 0.3% 0.9748
Range 0.0050 0.0047 -0.0003 -6.0% 0.0117
ATR 0.0038 0.0039 0.0001 2.3% 0.0000
Volume 95 20 -75 -78.9% 227
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9889 0.9866 0.9774
R3 0.9842 0.9819 0.9761
R2 0.9795 0.9795 0.9757
R1 0.9772 0.9772 0.9752 0.9772
PP 0.9748 0.9748 0.9748 0.9748
S1 0.9725 0.9725 0.9744 0.9725
S2 0.9701 0.9701 0.9739
S3 0.9654 0.9678 0.9735
S4 0.9607 0.9631 0.9722
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0076 1.0029 0.9812
R3 0.9959 0.9912 0.9780
R2 0.9842 0.9842 0.9769
R1 0.9795 0.9795 0.9759 0.9819
PP 0.9725 0.9725 0.9725 0.9737
S1 0.9678 0.9678 0.9737 0.9702
S2 0.9608 0.9608 0.9727
S3 0.9491 0.9561 0.9716
S4 0.9374 0.9444 0.9684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9772 0.9655 0.0117 1.2% 0.0029 0.3% 79% True False 45
10 0.9772 0.9631 0.0141 1.4% 0.0029 0.3% 83% True False 65
20 0.9910 0.9627 0.0283 2.9% 0.0036 0.4% 43% False False 51
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9972
2.618 0.9895
1.618 0.9848
1.000 0.9819
0.618 0.9801
HIGH 0.9772
0.618 0.9754
0.500 0.9749
0.382 0.9743
LOW 0.9725
0.618 0.9696
1.000 0.9678
1.618 0.9649
2.618 0.9602
4.250 0.9525
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 0.9749 0.9737
PP 0.9748 0.9725
S1 0.9748 0.9714

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

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