CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 0.9910 0.9880 -0.0030 -0.3% 0.9876
High 0.9924 0.9880 -0.0044 -0.4% 0.9924
Low 0.9862 0.9800 -0.0062 -0.6% 0.9800
Close 0.9864 0.9838 -0.0026 -0.3% 0.9838
Range 0.0062 0.0080 0.0018 29.0% 0.0124
ATR 0.0039 0.0042 0.0003 7.7% 0.0000
Volume 8 76 68 850.0% 297
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0079 1.0039 0.9882
R3 0.9999 0.9959 0.9860
R2 0.9919 0.9919 0.9853
R1 0.9879 0.9879 0.9845 0.9859
PP 0.9839 0.9839 0.9839 0.9830
S1 0.9799 0.9799 0.9831 0.9779
S2 0.9759 0.9759 0.9823
S3 0.9679 0.9719 0.9816
S4 0.9599 0.9639 0.9794
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0226 1.0156 0.9906
R3 1.0102 1.0032 0.9872
R2 0.9978 0.9978 0.9861
R1 0.9908 0.9908 0.9849 0.9881
PP 0.9854 0.9854 0.9854 0.9841
S1 0.9784 0.9784 0.9827 0.9757
S2 0.9730 0.9730 0.9815
S3 0.9606 0.9660 0.9804
S4 0.9482 0.9536 0.9770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9924 0.9800 0.0124 1.3% 0.0038 0.4% 31% False True 59
10 0.9924 0.9796 0.0128 1.3% 0.0038 0.4% 33% False False 202
20 0.9924 0.9665 0.0259 2.6% 0.0037 0.4% 67% False False 142
40 0.9924 0.9665 0.0259 2.6% 0.0035 0.4% 67% False False 93
60 0.9932 0.9627 0.0305 3.1% 0.0035 0.4% 69% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0089
1.618 1.0009
1.000 0.9960
0.618 0.9929
HIGH 0.9880
0.618 0.9849
0.500 0.9840
0.382 0.9831
LOW 0.9800
0.618 0.9751
1.000 0.9720
1.618 0.9671
2.618 0.9591
4.250 0.9460
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 0.9840 0.9862
PP 0.9839 0.9854
S1 0.9839 0.9846

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

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