CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 0.9705 0.9697 -0.0008 -0.1% 0.9810
High 0.9715 0.9698 -0.0017 -0.2% 0.9810
Low 0.9690 0.9680 -0.0010 -0.1% 0.9665
Close 0.9692 0.9695 0.0003 0.0% 0.9692
Range 0.0025 0.0018 -0.0007 -28.0% 0.0145
ATR 0.0043 0.0042 -0.0002 -4.2% 0.0000
Volume 44 9 -35 -79.5% 249
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9745 0.9738 0.9705
R3 0.9727 0.9720 0.9700
R2 0.9709 0.9709 0.9698
R1 0.9702 0.9702 0.9697 0.9697
PP 0.9691 0.9691 0.9691 0.9688
S1 0.9684 0.9684 0.9693 0.9679
S2 0.9673 0.9673 0.9692
S3 0.9655 0.9666 0.9690
S4 0.9637 0.9648 0.9685
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0157 1.0070 0.9772
R3 1.0012 0.9925 0.9732
R2 0.9867 0.9867 0.9719
R1 0.9780 0.9780 0.9705 0.9751
PP 0.9722 0.9722 0.9722 0.9708
S1 0.9635 0.9635 0.9679 0.9606
S2 0.9577 0.9577 0.9665
S3 0.9432 0.9490 0.9652
S4 0.9287 0.9345 0.9612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9745 0.9665 0.0080 0.8% 0.0031 0.3% 38% False False 38
10 0.9850 0.9665 0.0185 1.9% 0.0040 0.4% 16% False False 35
20 0.9850 0.9665 0.0185 1.9% 0.0035 0.4% 16% False False 34
40 0.9850 0.9627 0.0223 2.3% 0.0034 0.4% 30% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9775
2.618 0.9745
1.618 0.9727
1.000 0.9716
0.618 0.9709
HIGH 0.9698
0.618 0.9691
0.500 0.9689
0.382 0.9687
LOW 0.9680
0.618 0.9669
1.000 0.9662
1.618 0.9651
2.618 0.9633
4.250 0.9604
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 0.9693 0.9698
PP 0.9691 0.9697
S1 0.9689 0.9696

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

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