CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	0.9411	0.9393	-0.0018	-0.2%	0.9497
High	0.9418	0.9403	-0.0015	-0.2%	0.9501
Low	0.9382	0.9366	-0.0016	-0.2%	0.9404
Close	0.9400	0.9386	-0.0014	-0.1%	0.9407
Range	0.0036	0.0037	0.0001	2.8%	0.0097
ATR	0.0049	0.0048	-0.0001	-1.8%	0.0000
Volume	58,575	53,882	-4,693	-8.0%	220,922

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9496	0.9478	0.9406
R3	0.9459	0.9441	0.9396
R2	0.9422	0.9422	0.9393
R1	0.9404	0.9404	0.9389	0.9395
PP	0.9385	0.9385	0.9385	0.9380
S1	0.9367	0.9367	0.9383	0.9358
S2	0.9348	0.9348	0.9379
S3	0.9311	0.9330	0.9376
S4	0.9274	0.9293	0.9366

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9728	0.9665	0.9460
R3	0.9631	0.9568	0.9434
R2	0.9534	0.9534	0.9425
R1	0.9471	0.9471	0.9416	0.9454
PP	0.9437	0.9437	0.9437	0.9429
S1	0.9374	0.9374	0.9398	0.9357
S2	0.9340	0.9340	0.9389
S3	0.9243	0.9277	0.9380
S4	0.9146	0.9180	0.9354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9501	0.9366	0.0135	1.4%	0.0047	0.5%	15%	False	True	56,868
10	0.9594	0.9366	0.0228	2.4%	0.0051	0.5%	9%	False	True	56,003
20	0.9600	0.9366	0.0234	2.5%	0.0048	0.5%	9%	False	True	49,831
40	0.9728	0.9366	0.0362	3.9%	0.0048	0.5%	6%	False	True	48,412
60	0.9799	0.9366	0.0433	4.6%	0.0048	0.5%	5%	False	True	47,318
80	0.9799	0.9366	0.0433	4.6%	0.0048	0.5%	5%	False	True	36,128
100	0.9799	0.9366	0.0433	4.6%	0.0049	0.5%	5%	False	True	28,998
120	0.9822	0.9366	0.0456	4.9%	0.0052	0.6%	4%	False	True	24,232

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9560
2.618	0.9500
1.618	0.9463
1.000	0.9440
0.618	0.9426
HIGH	0.9403
0.618	0.9389
0.500	0.9385
0.382	0.9380
LOW	0.9366
0.618	0.9343
1.000	0.9329
1.618	0.9306
2.618	0.9269
4.250	0.9209

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	0.9386	0.9417
PP	0.9385	0.9406
S1	0.9385	0.9396

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols