CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 0.9675 0.9670 -0.0005 -0.1% 0.9865
High 0.9735 0.9701 -0.0034 -0.3% 0.9865
Low 0.9675 0.9644 -0.0031 -0.3% 0.9651
Close 0.9732 0.9690 -0.0042 -0.4% 0.9676
Range 0.0060 0.0057 -0.0003 -5.0% 0.0214
ATR 0.0050 0.0053 0.0003 5.5% 0.0000
Volume 353 21 -332 -94.1% 870
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 0.9849 0.9827 0.9721
R3 0.9792 0.9770 0.9706
R2 0.9735 0.9735 0.9700
R1 0.9713 0.9713 0.9695 0.9724
PP 0.9678 0.9678 0.9678 0.9684
S1 0.9656 0.9656 0.9685 0.9667
S2 0.9621 0.9621 0.9680
S3 0.9564 0.9599 0.9674
S4 0.9507 0.9542 0.9659
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0373 1.0238 0.9794
R3 1.0159 1.0024 0.9735
R2 0.9945 0.9945 0.9715
R1 0.9810 0.9810 0.9696 0.9771
PP 0.9731 0.9731 0.9731 0.9711
S1 0.9596 0.9596 0.9656 0.9557
S2 0.9517 0.9517 0.9637
S3 0.9303 0.9382 0.9617
S4 0.9089 0.9168 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9802 0.9644 0.0158 1.6% 0.0059 0.6% 29% False True 180
10 0.9924 0.9644 0.0280 2.9% 0.0056 0.6% 16% False True 138
20 0.9924 0.9644 0.0280 2.9% 0.0043 0.4% 16% False True 191
40 0.9924 0.9644 0.0280 2.9% 0.0039 0.4% 16% False True 112
60 0.9924 0.9627 0.0297 3.1% 0.0037 0.4% 21% False False 96
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9943
2.618 0.9850
1.618 0.9793
1.000 0.9758
0.618 0.9736
HIGH 0.9701
0.618 0.9679
0.500 0.9673
0.382 0.9666
LOW 0.9644
0.618 0.9609
1.000 0.9587
1.618 0.9552
2.618 0.9495
4.250 0.9402
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 0.9684 0.9695
PP 0.9678 0.9693
S1 0.9673 0.9692

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

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