CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 0.9697 0.9680 -0.0017 -0.2% 0.9810
High 0.9698 0.9699 0.0001 0.0% 0.9810
Low 0.9680 0.9680 0.0000 0.0% 0.9665
Close 0.9695 0.9691 -0.0004 0.0% 0.9692
Range 0.0018 0.0019 0.0001 5.6% 0.0145
ATR 0.0042 0.0040 -0.0002 -3.9% 0.0000
Volume 9 11 2 22.2% 249
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9747 0.9738 0.9701
R3 0.9728 0.9719 0.9696
R2 0.9709 0.9709 0.9694
R1 0.9700 0.9700 0.9693 0.9705
PP 0.9690 0.9690 0.9690 0.9692
S1 0.9681 0.9681 0.9689 0.9686
S2 0.9671 0.9671 0.9688
S3 0.9652 0.9662 0.9686
S4 0.9633 0.9643 0.9681
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 0.9715 0.9665 0.0050 0.5% 0.0026 0.3% 52% False False 23
10 0.9850 0.9665 0.0185 1.9% 0.0039 0.4% 14% False False 33
20 0.9850 0.9665 0.0185 1.9% 0.0035 0.4% 14% False False 33
40 0.9850 0.9627 0.0223 2.3% 0.0034 0.4% 29% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9780
2.618 0.9749
1.618 0.9730
1.000 0.9718
0.618 0.9711
HIGH 0.9699
0.618 0.9692
0.500 0.9690
0.382 0.9687
LOW 0.9680
0.618 0.9668
1.000 0.9661
1.618 0.9649
2.618 0.9630
4.250 0.9599
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 0.9691 0.9698
PP 0.9690 0.9695
S1 0.9690 0.9693

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

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