CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 0.9807 0.9781 -0.0026 -0.3% 0.9780
High 0.9807 0.9782 -0.0025 -0.3% 0.9829
Low 0.9728 0.9745 0.0017 0.2% 0.9728
Close 0.9773 0.9772 -0.0001 0.0% 0.9773
Range 0.0079 0.0037 -0.0042 -53.2% 0.0101
ATR 0.0039 0.0039 0.0000 -0.3% 0.0000
Volume 25 76 51 204.0% 155
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9877 0.9862 0.9792
R3 0.9840 0.9825 0.9782
R2 0.9803 0.9803 0.9779
R1 0.9788 0.9788 0.9775 0.9777
PP 0.9766 0.9766 0.9766 0.9761
S1 0.9751 0.9751 0.9769 0.9740
S2 0.9729 0.9729 0.9765
S3 0.9692 0.9714 0.9762
S4 0.9655 0.9677 0.9752
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0080 1.0027 0.9829
R3 0.9979 0.9926 0.9801
R2 0.9878 0.9878 0.9792
R1 0.9825 0.9825 0.9782 0.9801
PP 0.9777 0.9777 0.9777 0.9765
S1 0.9724 0.9724 0.9764 0.9700
S2 0.9676 0.9676 0.9754
S3 0.9575 0.9623 0.9745
S4 0.9474 0.9522 0.9717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9829 0.9728 0.0101 1.0% 0.0041 0.4% 44% False False 44
10 0.9829 0.9725 0.0104 1.1% 0.0031 0.3% 45% False False 34
20 0.9829 0.9655 0.0174 1.8% 0.0031 0.3% 67% False False 50
40 0.9932 0.9627 0.0305 3.1% 0.0033 0.3% 48% False False 49
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9939
2.618 0.9879
1.618 0.9842
1.000 0.9819
0.618 0.9805
HIGH 0.9782
0.618 0.9768
0.500 0.9764
0.382 0.9759
LOW 0.9745
0.618 0.9722
1.000 0.9708
1.618 0.9685
2.618 0.9648
4.250 0.9588
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 0.9769 0.9779
PP 0.9766 0.9776
S1 0.9764 0.9774

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

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