CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 0.9731 0.9687 -0.0044 -0.5% 0.9680
High 0.9731 0.9710 -0.0021 -0.2% 0.9772
Low 0.9675 0.9686 0.0011 0.1% 0.9655
Close 0.9677 0.9703 0.0026 0.3% 0.9748
Range 0.0056 0.0024 -0.0032 -57.1% 0.0117
ATR 0.0041 0.0040 -0.0001 -1.4% 0.0000
Volume 11 20 9 81.8% 227
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9772 0.9761 0.9716
R3 0.9748 0.9737 0.9710
R2 0.9724 0.9724 0.9707
R1 0.9713 0.9713 0.9705 0.9719
PP 0.9700 0.9700 0.9700 0.9702
S1 0.9689 0.9689 0.9701 0.9695
S2 0.9676 0.9676 0.9699
S3 0.9652 0.9665 0.9696
S4 0.9628 0.9641 0.9690
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 0.9675 0.0097 1.0% 0.0042 0.4% 29% False False 98
10 0.9772 0.9649 0.0123 1.3% 0.0032 0.3% 44% False False 76
20 0.9772 0.9627 0.0145 1.5% 0.0036 0.4% 52% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9812
2.618 0.9773
1.618 0.9749
1.000 0.9734
0.618 0.9725
HIGH 0.9710
0.618 0.9701
0.500 0.9698
0.382 0.9695
LOW 0.9686
0.618 0.9671
1.000 0.9662
1.618 0.9647
2.618 0.9623
4.250 0.9584
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 0.9701 0.9706
PP 0.9700 0.9705
S1 0.9698 0.9704

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

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