CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 0.9442 0.9439 -0.0003 0.0% 0.9390
High 0.9459 0.9454 -0.0005 -0.1% 0.9467
Low 0.9438 0.9428 -0.0010 -0.1% 0.9371
Close 0.9446 0.9431 -0.0015 -0.2% 0.9440
Range 0.0021 0.0026 0.0005 23.8% 0.0096
ATR 0.0052 0.0050 -0.0002 -3.6% 0.0000
Volume 5,276 1,036 -4,240 -80.4% 352,576
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9516 0.9499 0.9445
R3 0.9490 0.9473 0.9438
R2 0.9464 0.9464 0.9436
R1 0.9447 0.9447 0.9433 0.9443
PP 0.9438 0.9438 0.9438 0.9435
S1 0.9421 0.9421 0.9429 0.9417
S2 0.9412 0.9412 0.9426
S3 0.9386 0.9395 0.9424
S4 0.9360 0.9369 0.9417
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% 0.0050 0.5% 62% False False 48,679
10 0.9467 0.9336 0.0131 1.4% 0.0053 0.6% 73% False False 60,192
20 0.9594 0.9336 0.0258 2.7% 0.0052 0.6% 37% False False 58,098
40 0.9728 0.9336 0.0392 4.2% 0.0050 0.5% 24% False False 53,060
60 0.9728 0.9336 0.0392 4.2% 0.0048 0.5% 24% False False 49,206
80 0.9799 0.9336 0.0463 4.9% 0.0049 0.5% 21% False False 43,540
100 0.9799 0.9336 0.0463 4.9% 0.0050 0.5% 21% False False 34,987
120 0.9799 0.9336 0.0463 4.9% 0.0051 0.5% 21% False False 29,209
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9565
2.618 0.9522
1.618 0.9496
1.000 0.9480
0.618 0.9470
HIGH 0.9454
0.618 0.9444
0.500 0.9441
0.382 0.9438
LOW 0.9428
0.618 0.9412
1.000 0.9402
1.618 0.9386
2.618 0.9360
4.250 0.9318
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 0.9441 0.9426
PP 0.9438 0.9421
S1 0.9434 0.9416

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

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