CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 0.9687 0.9702 0.0015 0.2% 0.9680
High 0.9710 0.9747 0.0037 0.4% 0.9772
Low 0.9686 0.9701 0.0015 0.2% 0.9655
Close 0.9703 0.9710 0.0007 0.1% 0.9748
Range 0.0024 0.0046 0.0022 91.7% 0.0117
ATR 0.0040 0.0041 0.0000 1.0% 0.0000
Volume 20 45 25 125.0% 227
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9857 0.9830 0.9735
R3 0.9811 0.9784 0.9723
R2 0.9765 0.9765 0.9718
R1 0.9738 0.9738 0.9714 0.9752
PP 0.9719 0.9719 0.9719 0.9726
S1 0.9692 0.9692 0.9706 0.9706
S2 0.9673 0.9673 0.9702
S3 0.9627 0.9646 0.9697
S4 0.9581 0.9600 0.9685
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% 0.0041 0.4% 36% False False 88
10 0.9772 0.9655 0.0117 1.2% 0.0036 0.4% 47% False False 79
20 0.9772 0.9627 0.0145 1.5% 0.0037 0.4% 57% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9943
2.618 0.9867
1.618 0.9821
1.000 0.9793
0.618 0.9775
HIGH 0.9747
0.618 0.9729
0.500 0.9724
0.382 0.9719
LOW 0.9701
0.618 0.9673
1.000 0.9655
1.618 0.9627
2.618 0.9581
4.250 0.9506
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 0.9724 0.9711
PP 0.9719 0.9711
S1 0.9715 0.9710

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

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