CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9392 0.9442 0.0050 0.5% 0.9390
High 0.9451 0.9459 0.0008 0.1% 0.9467
Low 0.9373 0.9438 0.0065 0.7% 0.9371
Close 0.9440 0.9446 0.0006 0.1% 0.9440
Range 0.0078 0.0021 -0.0057 -73.1% 0.0096
ATR 0.0054 0.0052 -0.0002 -4.4% 0.0000
Volume 44,270 5,276 -38,994 -88.1% 352,576
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9511 0.9499 0.9458
R3 0.9490 0.9478 0.9452
R2 0.9469 0.9469 0.9450
R1 0.9457 0.9457 0.9448 0.9463
PP 0.9448 0.9448 0.9448 0.9451
S1 0.9436 0.9436 0.9444 0.9442
S2 0.9427 0.9427 0.9442
S3 0.9406 0.9415 0.9440
S4 0.9385 0.9394 0.9434
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9714 0.9673 0.9493
R3 0.9618 0.9577 0.9466
R2 0.9522 0.9522 0.9458
R1 0.9481 0.9481 0.9449 0.9502
PP 0.9426 0.9426 0.9426 0.9436
S1 0.9385 0.9385 0.9431 0.9406
S2 0.9330 0.9330 0.9422
S3 0.9234 0.9289 0.9414
S4 0.9138 0.9193 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9467 0.9373 0.0094 1.0% 0.0053 0.6% 78% False False 60,005
10 0.9467 0.9336 0.0131 1.4% 0.0054 0.6% 84% False False 65,477
20 0.9596 0.9336 0.0260 2.8% 0.0052 0.6% 42% False False 60,139
40 0.9728 0.9336 0.0392 4.1% 0.0050 0.5% 28% False False 53,607
60 0.9728 0.9336 0.0392 4.1% 0.0048 0.5% 28% False False 49,944
80 0.9799 0.9336 0.0463 4.9% 0.0049 0.5% 24% False False 43,557
100 0.9799 0.9336 0.0463 4.9% 0.0050 0.5% 24% False False 34,981
120 0.9799 0.9336 0.0463 4.9% 0.0051 0.5% 24% False False 29,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9514
1.618 0.9493
1.000 0.9480
0.618 0.9472
HIGH 0.9459
0.618 0.9451
0.500 0.9449
0.382 0.9446
LOW 0.9438
0.618 0.9425
1.000 0.9417
1.618 0.9404
2.618 0.9383
4.250 0.9349
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9449 0.9437
PP 0.9448 0.9429
S1 0.9447 0.9420

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

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