CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 0.9762 0.9793 0.0031 0.3% 0.9876
High 0.9783 0.9802 0.0019 0.2% 0.9924
Low 0.9750 0.9750 0.0000 0.0% 0.9800
Close 0.9778 0.9785 0.0007 0.1% 0.9838
Range 0.0033 0.0052 0.0019 57.6% 0.0124
ATR 0.0042 0.0043 0.0001 1.7% 0.0000
Volume 315 124 -191 -60.6% 297
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 0.9935 0.9912 0.9814
R3 0.9883 0.9860 0.9799
R2 0.9831 0.9831 0.9795
R1 0.9808 0.9808 0.9790 0.9794
PP 0.9779 0.9779 0.9779 0.9772
S1 0.9756 0.9756 0.9780 0.9742
S2 0.9727 0.9727 0.9775
S3 0.9675 0.9704 0.9771
S4 0.9623 0.9652 0.9756
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 0.9880 0.9750 0.0130 1.3% 0.0052 0.5% 27% False True 171
10 0.9924 0.9750 0.0174 1.8% 0.0041 0.4% 20% False True 124
20 0.9924 0.9679 0.0245 2.5% 0.0035 0.4% 43% False False 171
40 0.9924 0.9665 0.0259 2.6% 0.0036 0.4% 46% False False 103
60 0.9924 0.9627 0.0297 3.0% 0.0036 0.4% 53% False False 90
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0023
2.618 0.9938
1.618 0.9886
1.000 0.9854
0.618 0.9834
HIGH 0.9802
0.618 0.9782
0.500 0.9776
0.382 0.9770
LOW 0.9750
0.618 0.9718
1.000 0.9698
1.618 0.9666
2.618 0.9614
4.250 0.9529
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 0.9782 0.9797
PP 0.9779 0.9793
S1 0.9776 0.9789

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

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