CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 0.9702 0.9712 0.0010 0.1% 0.9707
High 0.9747 0.9726 -0.0021 -0.2% 0.9747
Low 0.9701 0.9712 0.0011 0.1% 0.9675
Close 0.9710 0.9722 0.0012 0.1% 0.9722
Range 0.0046 0.0014 -0.0032 -69.6% 0.0072
ATR 0.0041 0.0039 -0.0002 -4.3% 0.0000
Volume 45 18 -27 -60.0% 442
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9762 0.9756 0.9730
R3 0.9748 0.9742 0.9726
R2 0.9734 0.9734 0.9725
R1 0.9728 0.9728 0.9723 0.9731
PP 0.9720 0.9720 0.9720 0.9722
S1 0.9714 0.9714 0.9721 0.9717
S2 0.9706 0.9706 0.9719
S3 0.9692 0.9700 0.9718
S4 0.9678 0.9686 0.9714
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9931 0.9898 0.9762
R3 0.9859 0.9826 0.9742
R2 0.9787 0.9787 0.9735
R1 0.9754 0.9754 0.9729 0.9771
PP 0.9715 0.9715 0.9715 0.9723
S1 0.9682 0.9682 0.9715 0.9699
S2 0.9643 0.9643 0.9709
S3 0.9571 0.9610 0.9702
S4 0.9499 0.9538 0.9682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9747 0.9675 0.0072 0.7% 0.0035 0.4% 65% False False 88
10 0.9772 0.9655 0.0117 1.2% 0.0032 0.3% 57% False False 66
20 0.9772 0.9627 0.0145 1.5% 0.0033 0.3% 66% False False 67
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 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9786
2.618 0.9763
1.618 0.9749
1.000 0.9740
0.618 0.9735
HIGH 0.9726
0.618 0.9721
0.500 0.9719
0.382 0.9717
LOW 0.9712
0.618 0.9703
1.000 0.9698
1.618 0.9689
2.618 0.9675
4.250 0.9653
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 0.9721 0.9720
PP 0.9720 0.9718
S1 0.9719 0.9717

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

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