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

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