CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 0.9994 1.0008 0.0014 0.1% 0.9987
High 1.0008 1.0008 0.0000 0.0% 1.0023
Low 0.9994 0.9986 -0.0008 -0.1% 0.9987
Close 1.0004 0.9987 -0.0017 -0.2% 1.0004
Range 0.0014 0.0022 0.0008 57.1% 0.0036
ATR 0.0027 0.0026 0.0000 -1.2% 0.0000
Volume 3 3 0 0.0% 97
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0060 1.0045 0.9999
R3 1.0038 1.0023 0.9993
R2 1.0016 1.0016 0.9991
R1 1.0001 1.0001 0.9989 0.9998
PP 0.9994 0.9994 0.9994 0.9992
S1 0.9979 0.9979 0.9985 0.9976
S2 0.9972 0.9972 0.9983
S3 0.9950 0.9957 0.9981
S4 0.9928 0.9935 0.9975
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0113 1.0094 1.0024
R3 1.0077 1.0058 1.0014
R2 1.0041 1.0041 1.0011
R1 1.0022 1.0022 1.0007 1.0032
PP 1.0005 1.0005 1.0005 1.0009
S1 0.9986 0.9986 1.0001 0.9996
S2 0.9969 0.9969 0.9997
S3 0.9933 0.9950 0.9994
S4 0.9897 0.9914 0.9984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9986 0.0037 0.4% 0.0016 0.2% 3% False True 19
10 1.0023 0.9951 0.0072 0.7% 0.0016 0.2% 50% False False 22
20 1.0028 0.9899 0.0129 1.3% 0.0016 0.2% 68% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0102
2.618 1.0066
1.618 1.0044
1.000 1.0030
0.618 1.0022
HIGH 1.0008
0.618 1.0000
0.500 0.9997
0.382 0.9994
LOW 0.9986
0.618 0.9972
1.000 0.9964
1.618 0.9950
2.618 0.9928
4.250 0.9893
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 0.9997 0.9999
PP 0.9994 0.9995
S1 0.9990 0.9991

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

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