CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 0.9804 0.9848 0.0044 0.4% 0.9781
High 0.9850 0.9848 -0.0002 0.0% 0.9850
Low 0.9804 0.9806 0.0002 0.0% 0.9745
Close 0.9839 0.9810 -0.0029 -0.3% 0.9810
Range 0.0046 0.0042 -0.0004 -8.7% 0.0105
ATR 0.0038 0.0038 0.0000 0.8% 0.0000
Volume 10 20 10 100.0% 175
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9947 0.9921 0.9833
R3 0.9905 0.9879 0.9822
R2 0.9863 0.9863 0.9818
R1 0.9837 0.9837 0.9814 0.9829
PP 0.9821 0.9821 0.9821 0.9818
S1 0.9795 0.9795 0.9806 0.9787
S2 0.9779 0.9779 0.9802
S3 0.9737 0.9753 0.9798
S4 0.9695 0.9711 0.9787
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0117 1.0068 0.9868
R3 1.0012 0.9963 0.9839
R2 0.9907 0.9907 0.9829
R1 0.9858 0.9858 0.9820 0.9883
PP 0.9802 0.9802 0.9802 0.9814
S1 0.9753 0.9753 0.9800 0.9778
S2 0.9697 0.9697 0.9791
S3 0.9592 0.9648 0.9781
S4 0.9487 0.9543 0.9752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9850 0.9745 0.0105 1.1% 0.0034 0.3% 62% False False 35
10 0.9850 0.9728 0.0122 1.2% 0.0034 0.3% 67% False False 33
20 0.9850 0.9675 0.0175 1.8% 0.0033 0.3% 77% False False 45
40 0.9932 0.9627 0.0305 3.1% 0.0034 0.3% 60% False False 48
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 0.9958
1.618 0.9916
1.000 0.9890
0.618 0.9874
HIGH 0.9848
0.618 0.9832
0.500 0.9827
0.382 0.9822
LOW 0.9806
0.618 0.9780
1.000 0.9764
1.618 0.9738
2.618 0.9696
4.250 0.9628
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 0.9827 0.9817
PP 0.9821 0.9815
S1 0.9816 0.9812

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

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