CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 0.9900 0.9902 0.0002 0.0% 0.9800
High 0.9910 0.9923 0.0013 0.1% 0.9888
Low 0.9894 0.9902 0.0008 0.1% 0.9796
Close 0.9905 0.9921 0.0016 0.2% 0.9870
Range 0.0016 0.0021 0.0005 31.3% 0.0092
ATR 0.0038 0.0037 -0.0001 -3.2% 0.0000
Volume 41 60 19 46.3% 1,728
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 0.9978 0.9971 0.9933
R3 0.9957 0.9950 0.9927
R2 0.9936 0.9936 0.9925
R1 0.9929 0.9929 0.9923 0.9933
PP 0.9915 0.9915 0.9915 0.9917
S1 0.9908 0.9908 0.9919 0.9912
S2 0.9894 0.9894 0.9917
S3 0.9873 0.9887 0.9915
S4 0.9852 0.9866 0.9909
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0091 0.9921
R3 1.0035 0.9999 0.9895
R2 0.9943 0.9943 0.9887
R1 0.9907 0.9907 0.9878 0.9925
PP 0.9851 0.9851 0.9851 0.9861
S1 0.9815 0.9815 0.9862 0.9833
S2 0.9759 0.9759 0.9853
S3 0.9667 0.9723 0.9845
S4 0.9575 0.9631 0.9819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9923 0.9825 0.0098 1.0% 0.0023 0.2% 98% True False 90
10 0.9923 0.9715 0.0208 2.1% 0.0030 0.3% 99% True False 212
20 0.9923 0.9665 0.0258 2.6% 0.0035 0.3% 99% True False 139
40 0.9923 0.9655 0.0268 2.7% 0.0034 0.3% 99% True False 95
60 0.9932 0.9627 0.0305 3.1% 0.0034 0.3% 96% False False 79
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0012
2.618 0.9978
1.618 0.9957
1.000 0.9944
0.618 0.9936
HIGH 0.9923
0.618 0.9915
0.500 0.9913
0.382 0.9910
LOW 0.9902
0.618 0.9889
1.000 0.9881
1.618 0.9868
2.618 0.9847
4.250 0.9813
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 0.9918 0.9914
PP 0.9915 0.9907
S1 0.9913 0.9900

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

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