CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 0.9799 0.9810 0.0011 0.1% 0.9745
High 0.9820 0.9820 0.0000 0.0% 0.9789
Low 0.9795 0.9801 0.0006 0.1% 0.9725
Close 0.9799 0.9801 0.0002 0.0% 0.9783
Range 0.0025 0.0019 -0.0006 -24.0% 0.0064
ATR 0.0034 0.0033 -0.0001 -2.8% 0.0000
Volume 26 24 -2 -7.7% 111
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9864 0.9852 0.9811
R3 0.9845 0.9833 0.9806
R2 0.9826 0.9826 0.9804
R1 0.9814 0.9814 0.9803 0.9811
PP 0.9807 0.9807 0.9807 0.9806
S1 0.9795 0.9795 0.9799 0.9792
S2 0.9788 0.9788 0.9798
S3 0.9769 0.9776 0.9796
S4 0.9750 0.9757 0.9791
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9958 0.9934 0.9818
R3 0.9894 0.9870 0.9801
R2 0.9830 0.9830 0.9795
R1 0.9806 0.9806 0.9789 0.9818
PP 0.9766 0.9766 0.9766 0.9772
S1 0.9742 0.9742 0.9777 0.9754
S2 0.9702 0.9702 0.9771
S3 0.9638 0.9678 0.9765
S4 0.9574 0.9614 0.9748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9765 0.0055 0.6% 0.0015 0.2% 65% True False 23
10 0.9820 0.9686 0.0134 1.4% 0.0023 0.2% 86% True False 25
20 0.9820 0.9631 0.0189 1.9% 0.0028 0.3% 90% True False 60
40 0.9975 0.9627 0.0348 3.6% 0.0031 0.3% 50% False False 49
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 0.9901
2.618 0.9870
1.618 0.9851
1.000 0.9839
0.618 0.9832
HIGH 0.9820
0.618 0.9813
0.500 0.9811
0.382 0.9808
LOW 0.9801
0.618 0.9789
1.000 0.9782
1.618 0.9770
2.618 0.9751
4.250 0.9720
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 0.9811 0.9800
PP 0.9807 0.9800
S1 0.9804 0.9799

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

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