CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 0.9810 0.9792 -0.0018 -0.2% 0.9745
High 0.9820 0.9829 0.0009 0.1% 0.9789
Low 0.9801 0.9783 -0.0018 -0.2% 0.9725
Close 0.9801 0.9827 0.0026 0.3% 0.9783
Range 0.0019 0.0046 0.0027 142.1% 0.0064
ATR 0.0033 0.0034 0.0001 2.7% 0.0000
Volume 24 72 48 200.0% 111
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9951 0.9935 0.9852
R3 0.9905 0.9889 0.9840
R2 0.9859 0.9859 0.9835
R1 0.9843 0.9843 0.9831 0.9851
PP 0.9813 0.9813 0.9813 0.9817
S1 0.9797 0.9797 0.9823 0.9805
S2 0.9767 0.9767 0.9819
S3 0.9721 0.9751 0.9814
S4 0.9675 0.9705 0.9802
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 0.9829 0.9778 0.0051 0.5% 0.0020 0.2% 96% True False 29
10 0.9829 0.9701 0.0128 1.3% 0.0025 0.3% 98% True False 30
20 0.9829 0.9649 0.0180 1.8% 0.0029 0.3% 99% True False 53
40 0.9975 0.9627 0.0348 3.5% 0.0031 0.3% 57% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0025
2.618 0.9949
1.618 0.9903
1.000 0.9875
0.618 0.9857
HIGH 0.9829
0.618 0.9811
0.500 0.9806
0.382 0.9801
LOW 0.9783
0.618 0.9755
1.000 0.9737
1.618 0.9709
2.618 0.9663
4.250 0.9588
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 0.9820 0.9820
PP 0.9813 0.9813
S1 0.9806 0.9806

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

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