CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	0.9390	0.9402	0.0012	0.1%	0.9411
High	0.9408	0.9432	0.0024	0.3%	0.9418
Low	0.9371	0.9391	0.0020	0.2%	0.9336
Close	0.9397	0.9422	0.0025	0.3%	0.9377
Range	0.0037	0.0041	0.0004	10.8%	0.0082
ATR	0.0051	0.0051	-0.0001	-1.4%	0.0000
Volume	57,824	57,666	-158	-0.3%	355,493

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9538	0.9521	0.9445
R3	0.9497	0.9480	0.9433
R2	0.9456	0.9456	0.9430
R1	0.9439	0.9439	0.9426	0.9448
PP	0.9415	0.9415	0.9415	0.9419
S1	0.9398	0.9398	0.9418	0.9407
S2	0.9374	0.9374	0.9414
S3	0.9333	0.9357	0.9411
S4	0.9292	0.9316	0.9399

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9623	0.9582	0.9422
R3	0.9541	0.9500	0.9400
R2	0.9459	0.9459	0.9392
R1	0.9418	0.9418	0.9385	0.9398
PP	0.9377	0.9377	0.9377	0.9367
S1	0.9336	0.9336	0.9369	0.9316
S2	0.9295	0.9295	0.9362
S3	0.9213	0.9254	0.9354
S4	0.9131	0.9172	0.9332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9432	0.9336	0.0096	1.0%	0.0056	0.6%	90%	True	False	71,705
10	0.9501	0.9336	0.0165	1.8%	0.0052	0.5%	52%	False	False	64,287
20	0.9596	0.9336	0.0260	2.8%	0.0052	0.5%	33%	False	False	57,275
40	0.9728	0.9336	0.0392	4.2%	0.0049	0.5%	22%	False	False	51,714
60	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	19%	False	False	50,060
80	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	19%	False	False	40,580
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	19%	False	False	32,576
120	0.9799	0.9336	0.0463	4.9%	0.0052	0.5%	19%	False	False	27,210

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9606
2.618	0.9539
1.618	0.9498
1.000	0.9473
0.618	0.9457
HIGH	0.9432
0.618	0.9416
0.500	0.9412
0.382	0.9407
LOW	0.9391
0.618	0.9366
1.000	0.9350
1.618	0.9325
2.618	0.9284
4.250	0.9217

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	0.9419	0.9409
PP	0.9415	0.9397
S1	0.9412	0.9384

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