CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 0.9393 0.9388 -0.0005 -0.1% 0.9497
High 0.9403 0.9397 -0.0006 -0.1% 0.9501
Low 0.9366 0.9336 -0.0030 -0.3% 0.9404
Close 0.9386 0.9357 -0.0029 -0.3% 0.9407
Range 0.0037 0.0061 0.0024 64.9% 0.0097
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 53,882 81,135 27,253 50.6% 220,922
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9546 0.9513 0.9391
R3 0.9485 0.9452 0.9374
R2 0.9424 0.9424 0.9368
R1 0.9391 0.9391 0.9363 0.9377
PP 0.9363 0.9363 0.9363 0.9357
S1 0.9330 0.9330 0.9351 0.9316
S2 0.9302 0.9302 0.9346
S3 0.9241 0.9269 0.9340
S4 0.9180 0.9208 0.9323
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 0.9490 0.9336 0.0154 1.6% 0.0052 0.6% 14% False True 63,186
10 0.9577 0.9336 0.0241 2.6% 0.0051 0.5% 9% False True 59,649
20 0.9600 0.9336 0.0264 2.8% 0.0049 0.5% 8% False True 51,929
40 0.9728 0.9336 0.0392 4.2% 0.0048 0.5% 5% False True 49,233
60 0.9799 0.9336 0.0463 4.9% 0.0048 0.5% 5% False True 48,215
80 0.9799 0.9336 0.0463 4.9% 0.0049 0.5% 5% False True 37,135
100 0.9799 0.9336 0.0463 4.9% 0.0050 0.5% 5% False True 29,809
120 0.9801 0.9336 0.0465 5.0% 0.0052 0.6% 5% False True 24,905
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9656
2.618 0.9557
1.618 0.9496
1.000 0.9458
0.618 0.9435
HIGH 0.9397
0.618 0.9374
0.500 0.9367
0.382 0.9359
LOW 0.9336
0.618 0.9298
1.000 0.9275
1.618 0.9237
2.618 0.9176
4.250 0.9077
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 0.9367 0.9377
PP 0.9363 0.9370
S1 0.9360 0.9364

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

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