CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 0.9880 0.9865 -0.0015 -0.2% 0.9876
High 0.9880 0.9865 -0.0015 -0.2% 0.9924
Low 0.9800 0.9838 0.0038 0.4% 0.9800
Close 0.9838 0.9844 0.0006 0.1% 0.9838
Range 0.0080 0.0027 -0.0053 -66.3% 0.0124
ATR 0.0042 0.0040 -0.0001 -2.5% 0.0000
Volume 76 257 181 238.2% 297
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 0.9930 0.9914 0.9859
R3 0.9903 0.9887 0.9851
R2 0.9876 0.9876 0.9849
R1 0.9860 0.9860 0.9846 0.9855
PP 0.9849 0.9849 0.9849 0.9846
S1 0.9833 0.9833 0.9842 0.9828
S2 0.9822 0.9822 0.9839
S3 0.9795 0.9806 0.9837
S4 0.9768 0.9779 0.9829
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% 0.0041 0.4% 35% False False 88
10 0.9924 0.9800 0.0124 1.3% 0.0036 0.4% 35% False False 123
20 0.9924 0.9665 0.0259 2.6% 0.0033 0.3% 69% False False 151
40 0.9924 0.9665 0.0259 2.6% 0.0035 0.4% 69% False False 99
60 0.9924 0.9627 0.0297 3.0% 0.0035 0.4% 73% False False 83
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9980
2.618 0.9936
1.618 0.9909
1.000 0.9892
0.618 0.9882
HIGH 0.9865
0.618 0.9855
0.500 0.9852
0.382 0.9848
LOW 0.9838
0.618 0.9821
1.000 0.9811
1.618 0.9794
2.618 0.9767
4.250 0.9723
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 0.9852 0.9862
PP 0.9849 0.9856
S1 0.9847 0.9850

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

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