CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 0.9781 0.9781 0.0000 0.0% 0.9780
High 0.9782 0.9805 0.0023 0.2% 0.9829
Low 0.9745 0.9781 0.0036 0.4% 0.9728
Close 0.9772 0.9796 0.0024 0.2% 0.9773
Range 0.0037 0.0024 -0.0013 -35.1% 0.0101
ATR 0.0039 0.0038 0.0000 -1.0% 0.0000
Volume 76 32 -44 -57.9% 155
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9866 0.9855 0.9809
R3 0.9842 0.9831 0.9803
R2 0.9818 0.9818 0.9800
R1 0.9807 0.9807 0.9798 0.9813
PP 0.9794 0.9794 0.9794 0.9797
S1 0.9783 0.9783 0.9794 0.9789
S2 0.9770 0.9770 0.9792
S3 0.9746 0.9759 0.9789
S4 0.9722 0.9735 0.9783
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% 67% False False 45
10 0.9829 0.9728 0.0101 1.0% 0.0030 0.3% 67% False False 33
20 0.9829 0.9655 0.0174 1.8% 0.0032 0.3% 81% False False 50
40 0.9932 0.9627 0.0305 3.1% 0.0033 0.3% 55% False False 49
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9907
2.618 0.9868
1.618 0.9844
1.000 0.9829
0.618 0.9820
HIGH 0.9805
0.618 0.9796
0.500 0.9793
0.382 0.9790
LOW 0.9781
0.618 0.9766
1.000 0.9757
1.618 0.9742
2.618 0.9718
4.250 0.9679
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 0.9795 0.9787
PP 0.9794 0.9777
S1 0.9793 0.9768

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

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