CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 0.9750 0.9775 0.0025 0.3% 0.9707
High 0.9789 0.9785 -0.0004 0.0% 0.9747
Low 0.9748 0.9765 0.0017 0.2% 0.9675
Close 0.9783 0.9784 0.0001 0.0% 0.9722
Range 0.0041 0.0020 -0.0021 -51.2% 0.0072
ATR 0.0040 0.0038 -0.0001 -3.5% 0.0000
Volume 14 44 30 214.3% 442
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9838 0.9831 0.9795
R3 0.9818 0.9811 0.9790
R2 0.9798 0.9798 0.9788
R1 0.9791 0.9791 0.9786 0.9795
PP 0.9778 0.9778 0.9778 0.9780
S1 0.9771 0.9771 0.9782 0.9775
S2 0.9758 0.9758 0.9780
S3 0.9738 0.9751 0.9779
S4 0.9718 0.9731 0.9773
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 0.9789 0.9701 0.0088 0.9% 0.0030 0.3% 94% False False 31
10 0.9789 0.9675 0.0114 1.2% 0.0036 0.4% 96% False False 65
20 0.9789 0.9627 0.0162 1.7% 0.0033 0.3% 97% False False 65
40 0.9975 0.9627 0.0348 3.6% 0.0033 0.3% 45% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9870
2.618 0.9837
1.618 0.9817
1.000 0.9805
0.618 0.9797
HIGH 0.9785
0.618 0.9777
0.500 0.9775
0.382 0.9773
LOW 0.9765
0.618 0.9753
1.000 0.9745
1.618 0.9733
2.618 0.9713
4.250 0.9680
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 0.9781 0.9775
PP 0.9778 0.9766
S1 0.9775 0.9757

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

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